Police were called to a house in Kennedy Street, Armidale about 7pm after neighbours heard shots being fired.

Officers found a 25-year-old Armidale man dead inside the house, with an apparent gunshot wound.

His death was not being treated as suspicious, police said.

Police also found a critically injured 26-year-old Armidale woman.

The woman had a gunshot wound to the head and was in cardiac arrest, an ambulance spokeswoman said.

She was given first aid and taken to Armidale Hospital, but died a short time later, police said.

The coroner was investigating the deaths, but it's understood police are not looking for a third person in relation to the incident.

A neighbour said he heard a noise just before police and ambulance officers arrived.

"I spoke to a person who turns out to be a sister of someone who's been shot. She told me that somebody had been shot with a shotgun and then the gun had been turned on the shooter," the man told ABC.

* Support is available for anyone who may be distressed by calling SANE Helpline 1800 18 7263; Lifeline 131 114; Salvo Crisis Line 9331 2000; beyondblue 1300 22 46 36.