A man who was shot by police at a hospital west of Sydney had written a note indicating there was a bomb in his car parked outside.

Police and paramedics rushed to Nepean Hospital in Penrith after reports that shots had been fired just after 4.10pm, sparking an emergency lockdown of the precinct.

It’s understood a man walked into the entrance of a building and began making threats while brandishing a knife.

He was shot in the stomach after he rushed at police officers, it’s understood.

The man left a note that contained a specific threat about an explosive device in a black or grey vehicle in the hospital’s car park. The bomb squad was called to the scene.

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