A baby has died in a Sydney hospital five days after a mother allegedly stabbed them and two other children in the Blue Mountains, police say.

Bystanders were first on the scene after finding the three children and the 42-year-old woman with stab wounds inside a vehicle at Valley Heights in the Blue Mountains, west of Sydney, on Sunday afternoon.

A five-year-old child died at the scene, police said, despite witnesses rushing to help, delivering first aid while waiting for emergency services to arrive.

Their three-year-old and one-year-old siblings were taken to hospital with serious injuries, police said.

On Thursday evening, New South Wales police said the infant had died in hospital and the three-year-old child remained in a critical condition.

They said the woman – who was taken to Westmead hospital after the alleged attack – would face an additional charge of murder over the one-year-old’s death.

She had on Tuesday been charged with murder (DV) and two counts of causing grievous bodily harm with intent to murder.

The woman was refused bail and was to remain in custody until her next scheduled court appearance before Penrith local court on 20 November.

Officers attached to Blue Mountains police area command are investigating the alleged domestic violence under Strike Force Karelo.

Police said earlier this week that the woman had not previously come to the attention of police and that investigators were not looking for anyone else in relation to the alleged incident on Sunday.

The woman allegedly stabbed the three children at the end of a horror weekend of violence across the state, after three women were allegedly murdered inside their homes within a 12-hour period on Saturday.