Three bodies have been found in two separate locations in Western Sydney, including a woman and a child who were found dead inside a martial arts studio.

The body of a man, aged in his 30s, was located in Baulkham Hills after police were called to Watkins Road about 10:15am.

The bodies of a woman, aged in her 40s, and a young child were found inside Lion's Taekwondo Martial Arts Academy studio on Daking Street in North Parramatta about 1pm. 

Police have cordoned off the studio and blacked out the windows as forensic officers comb through the scene.

Crime scenes were established and examined by forensic police at both locations, which are currently being treated as linked.

A police source has confirmed a fourth person presented to a Western Sydney hospital with non-life-threatening injuries on Monday.

Detectives are investigating if that man, who was injured in a stabbing in North Parramatta, is connected to the three deaths. 

Ehab Zahab was on Daking Street in North Parramatta when the bodies were found.

"It's pretty frightening," Mr Zahab said.

"There are kids everywhere, and the place that it happened 20 to 30 kids attend there from the school across the road."

Mr Zahab said the street usually sees children and families close by, as it is near to Westmead Hospital.

"We're here every day, we've been here for 15 years it's usually pretty quiet for something like that to happen in your street, you can't imagine the feeling."

In Baulkham Hills, neighbours said the news of the death was shocking as police began door-knocking canvassing for CCTV footage of the street.

"I thought it was going to be Amazon knocking on my door, I was quite shocked," one neighbour said.

"It's so sad especially when you hear there's a child involved."

A police source has confirmed detectives are investigating whether their deaths were the result of domestic violence.