He confirmed the father, who has access to the home but does not live there, found the boys and contacted police.

"This is about as tragic as it gets for any police veteran, any emergency services turning up there," Supt Nelson told reporters.

"It's a very tragic scene. The Blue Mountains is a very peaceful, community-minded environment so they will be genuinely shocked."

The boys had attended school on Monday and police are investigating their movements since then.

Their mother was being treated for injuries in Westmead Hospital under police guard. She was stable on arrival.

It was unclear whether the injuries were self-inflicted.

She was known to police for only minor matters and early inquiries had not revealed any history of violence, police said.

Blue Mountains mayor Mark Greenhill said the loss of "two precious souls in the most awful circumstances" would affect the entire community.

"Now is a time to come together and remember these two beautiful children and their extended family whose grief must be as unimaginable," he said on social media.

NSW Police Commissioner Karen Webb attended the local station to provide support to her officers, noting many had children the same age as the deceased.

Clinicians and support officers were on hand for police, while the boys' father was also receiving support.

"The older and more experienced you get in this job, things like this still cut to the core," she said.

"It's a tragic situation and certainly ... more will be known as the investigation unfolds."

There was no ongoing threat to the community and police were not looking for anyone else.

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