A father and son, and a woman believed to be the father's partner, were found dead on a property at Laroo Road in Hermidale, west of Nyngan, on Friday morning.

Emergency services were called to the property just after 8am when the body of the 28-year-old son was found in the driveway with a gunshot wound.

The body of a 36-year-old woman, who had also been shot, was found soon after. The 59-year-old father's body was found in a burnt caravan. He has not been formally identified. A post-mortem will be carried out on Saturday to find his cause of death.

Police said on Saturday they had formed Strike Force Anjudy to investigate the deaths.

"While the investigation is in its infancy, police believe the deaths are suspicious and there may be a fourth person involved," NSW Police said in a statement.

The statement took the unusual step of urging residents of Hermidale to report any suspicious behaviour and contact triple zero immediately if they had any concerns.

It is understood the man and his son faced Nyngan Local Court on Wednesday on a range of charges, following a raid on the property last year where police seized a number of firearms. Explosives and drugs were allegedly uncovered.

Both men were on bail and due to appear in court again in August.

The deaths were initially believed to be caused by an explosion, with neighbours reporting hearing a loud bang coming from the property late on Thursday night.

Now local detectives and officers from the State Crime Command's Homicide Squad believe someone else was involved.

On Saturday morning, forensic investigators laid out markers over a large area of the property, particularly around sheds and caravans, the ABC reported.

The side of one of the caravans was reportedly blown off, leaving debris over a wide area.

Hermidale has a population of just over 130, locals said, including those employed in a local copper mine.

with Nick Ralston and Lisa Visentin | SMH