A man is in custody after a mother of four died in a stabbing at a home in Sydney's west.

Assistant Commissioner Leanne McCusker said police received a phone call from Shaun King at a home in St Marys about 8.40pm yesterday over concerns for his own welfare but did not attend the home.

Police were called again about 6.45am by a woman at the residence and arrived to find King's partner Drew Douglas with stab wounds to her chest.

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Paramedics tried to save Douglas but she died at the scene. Police arrested King at Campbelltown Police Station about 7.30am today.

The 35-year-old is assisting police with their inquiries. No charges have yet been laid.

Homicide detectives and Nepean police are now investigating Douglas' death.

"There is a history of police involvement with both these two people," McCusker said.

McCusker confirmed there is also a history of domestic violence.

She said there were no aggravated violence orders in place in relation to the couple.

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A critical incident team from Ryde Police Area Command will investigate the incident and police response as a whole, police confirmed.

The critical incident team will investigate why police did not respond to the welfare check call on Tuesday night, McCusker said.

The investigation is continuing.

Neighbours were left "unsettled" by the death in their suburban street.

"I've been here all my life, never had a murder here," a neighbour said.

"Not what you really want to hear."

The Law Enforcement Conduct Commission, which investigates allegations of police misconduct, has been notified and will independently monitor the probe by NSW Police's Professional Standards Command.

Support is available from the National Sexual Assault, Domestic Family Violence Counselling Service at 1800RESPECT (1800 737 732).