26/07/2017 8:02 PM AEST | Updated 27/07/2017 5:51 PM AEST

Man Shot Dead By Police At Sydney's Central Station

Witnesses heard a man say "shoot me" followed by three gunshots.

A man has been shot dead by police outside Sydney's Central Station on Eddy Avenue.

Police were called to the scene around 6.45pm on Wednesday night following reports of an armed robbery.

Witnesses report a man approached a flower stall outside the busy train station holding a knife or scissors in his hands and knocking over flowers.

NSW Police confirmed the man has died at the scene. A critical investigation is now underway to determine the circumstances surrounding the incident.

As police arrived at the scene, witnesses allege the man pointed the weapon towards officers saying "shoot me", causing the police officer to shoot him multiple times.

A video posted to social media appears to show a man running from Eddy Avenue Florist when four loud noises, presumed to be gun shots, are heard, along with the sound of a woman screaming. The man then falls to the ground.

Another video that appears to be filmed shortly afterwards shows the presumably plainclothes officers alongside officers in uniform performing CPR on the man.