A man wanted over the shooting deaths of three people in a small Australian town was on bail for domestic violence offences at the time, police have said.

Authorities are still searching for Julian Ingram, 37, who allegedly opened fire on four people in Lake Cargelligo, about 450km (280 miles) west of Sydney, on Thursday afternoon.

"Our last sightings were on a road out of Lake Cargelligo," NSW Police Assistant Commissioner Andrew Holland told reporters in an update on Friday.

Local media have reported that one of the people killed was the pregnant former partner of Ingram, 25-year-old Sophie Quinn.

Citing police sources, they say the other alleged victims included a friend of Quinn, found shot dead alongside her in a vehicle.