A shooter is on the run after shots were fired in a gym next door to a police station in western Sydney overnight.

About 30 people were training at the gym on Wentworth Avenue, Wentworthville, when gunfire erupted inside just after 7.30pm.

One person who was in the gym at the time told 9News a man with a helmet walked in and opened fire.

An investigation is underway after a shooting at a western Sydney gym overnight. (9News)

The witness said it appeared the shots were targeted at a particular person.

“I came out, I saw the guy with the helmet, just took off,” the witness said.

Nobody was injured in the shooting.

No injuries have been reported. (9News)

The shooter remains on the run.

Wentworth Avenue is closed between Railway and Hill Street, Wentworthville.

Anybody with information is urged to contact Crime Stoppers on 1800 333 000.

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