A man is in critical condition after he was shot by police following a suspected siege this afternoon.

2GB listener John told Clinton Maynard he saw a police convoy heading towards Liverpool Hospital on Moorebank.

New South Wales Police say the man allegedly pulled a knife on himself and threatened self-harm before eventually rushing police.

“The man was immediately treated by NSW ambulance paramedics on the scene and taken to Liverpool Hospital,” they said.

A critical incident investigation has been launched.

If you or someone you know is struggling, contact Lifeline on 13 11 14.

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Image: Nine News.