Two people have died in an explosion at an underground mine at Cobar.

Emergency services were called to the mine on Endeavour Mine Road at Cobar, about 410km north west of Parkes, about 3.45am on Tuesday after being told two people had been critically injured in a workplace incident.

When officers arrived they were told a man believed to be aged in his 60s had died in the explosion, NSW Police said in a statement issued to media.

Two women were brought to the surface, however, one died afterwards, believed to be aged in her 20s.

The second woman, also aged in her 20s, was airlifted to Cobar Hospital and is being treated for relatively minor injuries and shock.

"It’s understood all three live in Cobar," police said.

Police will prepare a report for the Coroner.

Officers have been assisting SafeWork NSW in its investigation into the incident and working with specialists from the Resources Regulator.

The cause of incident is unclear as yet.

The NSW Mineworkers' Alliance (NSWMWA) shared its shock of the incident and sent sincere condolences to the friends, family and colleagues of those who had lost their lives.

NSWMWA officials have been supporting workers and are thoroughly investigating the circumstances surrounding the tragedy.

NSWMWA spokesperson Tony Callinan said workers on site were in shock.

“We will leave no stone unturned in identifying what has occurred here," he said.

“This is a tragic reminder that underground mining is a dangerous job.

“Events like these send shockwaves through our entire mining industry."

Endeavor is a major underground silver, zinc and lead mine, located 40km north of Cobar and is now owned by Polymetals.