Police shot dead a man armed with a knife in a Sydney police station.

The man was shot once by a police sergeant with 24 years of experience during a brief confrontation in the foyer of the Quakers Hill police station in the north west of the city, Assistant Police Commissioner Denis Clifford said.

Police had yet to identify the man, who appeared to be aged in his 40s, or establish a motive for the confrontation.

"There is no indication that this is terrorist-related, but why the man came there and why the confrontation occurred, at this stage we just don't know," Mr Clifford said.

Police officers have been identified as targets of terror attacks inspired by the Islamic State group.

A 15-year-old boy was shot dead by police soon after he fatally shot a civilian police employee outside the state police headquarters in Parramatta in western Sydney in October.

An 18-year-old man was shot dead after he stabbed two policemen outside a police station in Melbourne in September 2014. Both attacks have been blamed on Islamic State followers.

No police officer was injured in the latest incident.