The 42-year-old from Sydney's southwest received a phone call on Monday morning from a woman purporting to work at the Australian Taxation Office, telling her she owed a tax debt and the matter would be referred to police.

A short time later, the woman received a phone call from a man who claimed to be a police officer. His phone number appeared to be that of the local police station.

Following the man's instructions, she withdrew cash and met him in a car park at a Wetherill Park shopping centre, where she handed him $22,000.

Police say to be careful of unsolicited phone calls and requests for confidential information, as legitimate businesses don't request that kind of information on an unexpected phone call.

People should not hand over financial information over the phone unless they made the call and the phone number came from a trusted source.

"Don't let scammers press your buttons - scammers use detailed scripts to convince you that they're the real deal and create a high-pressure situation to make a decision on the spot," NSW Police said in a statement on Tuesday.

If a person has doubts about the identity of a caller who claims to represent a government agency or business, they should contact the body directly using a phone number found independently.

Police say it is best to avoid engaging with unsolicited callers.

Potential scams can be reported to police or Scamwatch.

Australian Associated Press