A man has been arrested by police after a crash in Sydney's south-west overnight, which left two people dead.

Emergency services were called to Sadleir Avenue in Heckenberg, about 9.20pm on Friday after reports of a multi-car crash.

Police said a black Mercedes and a Toyota Echo collided head-on, before the Mercedes hit a Toyota Rav4 and flipped on its side.

READ MORE: Burger chain stores set alight in Brisbane

NSW Ambulance paramedics treated the driver of the Echo, a 24-year-old woman, and her 15-year-old male passenger however, they both died at the scene.

9News understands the older sister was picking her younger brother up after he finished a shift working at his new job at Kmart.

The two occupants of the Rav4 were not injured, while the occupants of the Mercedes allegedly left the scene.

Police arrested a 20-year-old man at 2pm today at Liverpool Police Station.

No charges have been laid and inquiries are continuing.