Two bodies have been found in a shipping container in NSW's Central West.

Emergency services were called to Goolma Road in Gulgong, about 30kms north of Mudgee after welfare concerns were reported to police about 11am today.

"On arrival, officers attached to Orana-Mid Western Police District located two bodies in a shipping container," NSW Police said in a statement.

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"A crime scene has been established as an investigation into the circumstances surrounding the incident continues."

Anyone with information is urged to contact police.