A 40-year-old man has been shot dead outside a gym in Sydney’s south-west.

Emergency services were called to martial arts gym Elite Fight Force, in Carlingford Street, Sefton, following reports of a shooting just after 6.30am on Thursday, NSW Police said in a statement.

Paramedics treated the man for a gunshot wound, but despite their efforts he died at the scene.

There are reports the man was sitting in a black Mercedes outside the gym when he was shot at from a passing car.

A notice posted to the gym’s Instagram on Thursday.

A man who was nearby said he heard a series of shots that he initially thought were from a car backfiring.

“I was in the back of the workshop just before 7am and I heard a series of bangs which I was hoping was a car backfiring and as I heard a car speed off there was another series of bangs,” he told Sydney radio 2GB.

“I hesitated to go to the front of the workshop obviously, and then I slowly walked to the windows and saw people coming out.

“Within minutes there was a load of ambulances, police everywhere, and then we saw a man on the ground, not in a good way.”

The gym posted a notice to its Instagram on Thursday morning.

“Elite Fight Force will be closed today and all classes will be cancelled,” it read.

“Please bear with us and stay updated with our stories for any new announcements.”

Later in the morning, a car was reportedly seen on fire at the nearby Birrong railway station.

A crime scene has been established, with specialist forensic officers investigating, along with the State Crime Command’s Homicide Squad.

– with AAP