4 of a family shot dead in Australia

Four members including a woman and her three young children have been found shot dead in Australia.

The victims are a 41-year-old mother, her son, aged 10, and two daughters, eight and six, reports New Zealand Herald.

"It's a devastating time for our community," Peter Yates, the mayor of Lockhart in the NSW Riverina district, told ABC radio on Wednesday, the report said.

Yates said the family was community-minded and well known in Lockhart, which has a population of 900, and locals were "severely in shock" after learning of their fate.

"It's just really, really, really traumatising," he said.

Yates said the council was considering bringing in special counsellors to help the community deal with their grief.

Police found the bodies of the children inside a house on Boree Creek Road, northwest of the town, on Tuesday afternoon.

The mother's body was found on a path at the back of the home.

A post-mortem examination is still to be conducted, but police say it's believed they all died from gun-shot wounds.

Officers are searching for a man, 44, who's missing from the main home, and have focused on a dam at the property after an unattended white utility vehicle was found nearby.

Police divers will search the dam and other waterways on Wednesday.