A child has died in a stabbing attack in the Blue Mountains, with two other children and a woman in hospital in critical condition, New South Wales police say.

In a statement on Sunday afternoon, police said emergency services responded to reports of three children and a woman with stab wounds in a vehicle on Waratah Road, Valley Heights.

“Officers from Blue Mountains Police Area Command have been informed that several members of the public performed first aid on the woman and three children whilst contacting Triple Zero,” they said.

One of the children was found dead in the vehicle.

Police said NSW Ambulance treated the two children, who are believed to be under five, and the woman, believed to be in her 40s, at the scene before they were taken to Westmead hospital, where all three are listed as being in a critical condition.

“A crime scene has been established, and police are not looking for any other people at this time,” they said.

In a press conference on Sunday evening, Supt John Nelson said the two children and woman were undergoing surgery in hospital.

Nelson would not confirm whether the woman was the children’s mother but confirmed she was not known to police.

He said police had made contact with the children’s father, but not the wider family.

Nelson said the investigation was in its early stages, and appealed to the public to contact Crime Stoppers if they had dashcam footage or other information.

The officers who responded to the incident had support available to them, he said.

“Like any human being it’s a tragic circumstance to be exposed to,” he said.