14/02/2016 11:26 AM AEDT | Updated 15/07/2016 12:51 PM AEST

Alpha Cheng Says He Was 'Numb' When He Found Out His Father Was Gunned Down In Sydney

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SYDNEY, AUSTRALIA - OCTOBER 17: Alpha Cheng speaks at a funeral service for Curtis Cheng at St Mary's Cathedral October 17, 2015 in Sydney, Australia. Police employee, Curtis Cheng, was shot outside the NSW police headquarters in Parramatta two weeks ago by an Iranian born Australian. Australian Prime Minister Malcolm Turnbull has called the murder an 'act of terrorism.' (Photo by Sam Ruttyn-Pool/Getty Images)

The son of slain NSW police accountant Curtis Cheng has described the heartbreaking moment he learnt his father had been killed in a terror attack in Sydney's western suburbs.

Cheng was gunned down in October last year by 15-year-old extremist Farhad Jabar at NSW Police headquarters in Parramatta.

The young killer was shot dead by police at the scene.

On Sunday, Cheng's son Alpha opened up about the moments before discovering his father had been killed in the attack that shocked the nation.

He said he was away with friends in South Australia when he learnt NSW Police headquarters had been locked down.

"I remember this really clearly because we were walking into the restaurant and one of my friends was going through his phone and just looking at the news, and he said, 'Oh, there has been a shooting outside NSW Police headquarters,' Alpha told Network Nine.

"And that's when I went, 'OK. Oh, Dad works there.' And when I called home, Mum picked up and I said, 'Oh, is everything OK?' And she said, 'I'm actually really worried. Dad hasn't come home yet. I've tried calling and it's going to voicemail'."

Alpha said his sister told him the heartbreaking news.

"I was just numb," he said.

"I just didn't know how to react and I just said, 'Thanks for letting me know.' I don't think it really hit me until I went to the airport the next morning, heading back to Sydney.

"It was just as I was just about to go line up to board the plane and that's when it really hit that that there was this hole in my heart.

"It just released the emotions and I just remember really clearly that point in time."

Alpha said he took solace from a call with Prime Minister Malcolm Turnbull at the time.

He said the call with the then newly installed PM "really struck a chord".

"He shared the story about how he lost his dad when he was 28, and I'm 28 as well, so we had a bit of a moment," Alpha told Nine.

"He talked about what that meant for him and how he has grown as a person and how, in these circumstances, we have to take a new role and we have to move forward."

In November, Alpha delivered the eulogy on behalf of the family at a public funeral service for his father in Sydney.

He spoke of his dad working two jobs in Hong Kong to save money for the family to emigrate to Australia, saying his dad was the "go to person" for his colleagues for his reliability and resourcefulness.

Cheng was remembered at the funeral as a worker who took great pride in his performance.

"In an accountant's world, he was gold," NSW Police Commissioner Andrew Scipione said at the time.

"Curtis was admired and respected by his colleagues, a gentle man in every sense. Hard working, measured but unfailingly positive."