A CRITICAL incident investigation is under way following a police shooting in Kelso on Wednesday night. Police were called to a home in View Street about 7pm following reports on an incident. Police Media said there was a confrontation between a man and officers before police fired on the man. He died at the scene. “A man has been shot following a confrontation with police and has died at the scene,” the statement from Police Media said. “A critical incident investigation will now examine all circumstances surrounding the incident.&nbsp; “We will provide further details once they come to hand.” Investigators remained on the scene in Kelso late on Tuesday night. The man's death is the third fatal police shooting in NSW in five weeks. On July 26, a man was&nbsp;shot dead at Central Station in Sydney&nbsp;after he ran at police holding a pair of scissors in his hand. On August 7, police shot a man in&nbsp;Grafton&nbsp;after he approached officers while holding&nbsp;a knife. He was taken to hospital in a critical condition, where he later died. Critical incident investigations have been launched into all three shootings. Police from different Local Area Commands, who were not&nbsp;involved in the incidents,&nbsp;will investigate. The investigations&nbsp;are opened&nbsp;when a member of the public is killed or seriously injured in a police operation. 9.10PM WEDNESDAY: Police have confirmed a man has been shot dead by officers following a confrontation in Kelso. A statement just issued by from Police Media said police had been called to a home in Kelso&nbsp;about 7pm on Wednesday following reports of an incident.&nbsp; “A man has been shot following a confrontation with police and has died at the scene,” the statement said. “A critical incident investigation will now examine all circumstances surrounding the incident.&nbsp; “We will provide further details once they come to hand.” 8.40PM WEDNESDAY: Bathurst police are on the scene of a shooting in View Street, Kelso. It is understood a man has been shot by officers inside a home. Emergency services have yet to provide an update on the man’s condition. Neighbours reported a helicopter had landed on an oval nearby. Four ambulances remain&nbsp;on the scene and a large contingent of media and onlookers is gathering outside. View Street has been closed at both ends.