About 3.20am, emergency services were called to a house on Gisborne Street in Wellington, following reports of a shooting.

Officers from Orana Mid-Western Police District attended the scene and found the man inside the home with a gunshot wound to his leg.

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Police were told the man was shot through the front door before the offenders fled on foot.

The man was treated on scene by NSW Ambulance paramedics before he was taken to Orange Base Hospital where he later died.

Orana Mid-Western police along with detectives from the state crime command homicide squad have formed Strike Force Clavert to investigate the circumstances surrounding the man's death.

District commander, Superintendent Daniel Sullivan said detectives had begun an "exhaustive investigation" and would not tolerate illegal gun activity.

"Certainly there's a place for guns in rural communities, what this is about is illegal guns being used illegally - there's a difference between gun ownership and guns being used for crime," he said.

"I've got a zero tolerance for guns being used in all crime and our team will stamp down on that immediately.

"Certainly if you are involved in illegal gun crime, let me make this very clear we will hunt you down and bring you before the courts."

Superintendent Daniel Sullivan said there were other occupants at the home who were assisting police with their inquiries, and urged anyone with information to contact Crime Stoppers.

"No matter how small that information is, you might have that missing piece of information that solves this puzzle," he said.

"If you ring us through crime stoppers, we want to know what you know, not who you are. So you can remain completely anonymous giving that information to the local police."

Anyone with information about this incident is urged to contact Crime Stoppers on 1800 333 000 or nsw.crimestoppers.com.au.

Information is treated in strict confidence. The public is reminded not to report crime via NSW Police social media pages.