Bullet through a window ... a police officer stands outside the home.

Bullet through a window ... a police officer stands outside the home. Photo: Nick Moir

Two children have escaped injury after shots were fired into a home where they were sleeping in Sydney's south, police say.

Police went to a house on Princes Street in Bexley just after midnight today, after the four residents were woken by gunshots.

Police said a number of shots were fired into the premises, with one bullet entering a window, but the two children, aged nine and 10, and their parents, were not hurt.

Witnesses saidthey heard a vehicle driving away.

A crime scene has been established at the home.

AAP