A man has been fatally shot by police officers and several shoppers are understood to have suffered life-threatening injuries in horrific scenes at a West Auckland supermarket this afternoon.

Four innocent people have been injured - two critically. They include people attacked in the supermarket. Their assailant was then fatally gunned down by police.

The two critical patients were taken to Auckland City Hospital, while one with moderate injuries was taken to Waitakere Hospital and one with moderate injuries was taken to Middlemore.

The Herald has been told at least one person suffered a stab wound, while Newstalk ZB understands two people have been shot.

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A brave bystander at the mall helped a wounded woman who had been stabbed on her right hip.

The witness wrapped the injured woman's jumper around her and still had blood on her when she spoke to the Herald.

The witness told the Herald the woman ran out of the mall as other shoppers were screaming "he's got a knife".

As people scrambled to evacuate others yelled "he's got a gun" and the injured woman got up and fled the scene.

The witness says the adrenaline was still pumping after the horrific attack.

Auckland City Hospital has multiple operating theatres running to treat the injured - who have suffered chest and neck wounds. Two major abdominal cavity surgeries are under way, the Herald has been told.

Prime Minister Jacinda Ardern and Police Commissioner Andrew Coster are set to address the media on the attack at 5.15pm.

'Someone with a knife in there'

In a video posted to social media, shoppers can be heard warning each other about "someone with a knife in there" - shortly before a series of gunshots rang out.

Police confirmed that a man entered a New Lynn supermarket and injured multiple people.

They confirmed the man has been located and shot. He has died at the scene.

They describe the incident as "still unfolding".

Witnesses describe chaos

A witness, who didn't want to be named, said they saw two people stabbed - a possible middle-aged Pākehā woman and an older man.

Moments later, the suspected perpetrator was shot by what looked like two undercover cops and fell to the ground.

The witness said customers then rushed to shelter in the aisles.

Another ambulance arrived at the scene shortly after 3.30pm with ambulance officers wearing gowns.

At least 10 police vehicles are around the mall's entry.

Ambulances and police officers are on the scene, as well as reports of the police Eagle helicopter in the area.

Armed police are at Lynn Mall and have blocked off roads.

A bus can be seen parked in the middle of Great North Rd near the Lynn Mall entry.

Footage posted on social media shows shoppers fleeing the mall.

A staffer at Lynn Mall Pharmacy says a person coming to pick up a prescription ran in and alerted them someone in the mall might have a weapon.

She says they closed their shutters to keep everyone inside safe - and have been in contacted with another pharmacy in the mall which is also locking down.

A man, who didn't wish to be named, filmed an injured woman being taken off a bus at New Lynn train station.

In the video, the woman appears to be bleeding from an injury near her left shoulder.

The man, who lives in an apartment overlooking the station, said more than seven police cars rushed to the scene just before 3pm.

They blocked both ends of the road near the station as three ambulances also arrived. Police got onto the bus first, before paramedics joined them.

Shortly after they can be seen in the video carrying the woman off the bus. She is still conscious as they lay her onto a stretcher.

Meanwhile, police have cordoned off the mosque on Waikaukau Rd Glen Eden in connection to the incient.

Police to shoppers: 'Get out immediately'

An Auckland woman on the verge of entering the mall has described the chaos and traffic jams that followed as panicked shoppers fled the shopping centre.

The woman, who was in the carpark preparing to go into the supermarket, said she was stopped by police officers who ran up to her car and told her to "get out immediately" because there had been a shooting.

"People were panicking and it was a gridlock trying to get out of New Lynn. Police and ambulances were everywhere," she said.

"I was told by another police officer while I was waiting be diverted that someone had been stabbed. "

She said it took around 20 minutes to get out of the area.

"Police cars kept arriving and people were running away from the mall trying to get out.

"I was thankful I didn't arrive five minutes earlier as I would've been inside."