Two men have been shot in Sydney's west, just hours after a woman was shot in the stomeach at a home in Auburn.

About 10.30pm, a man stumbled into the foyer of a licensed club on Hoxton Park Road in Liverpool with a gunshot wound to his arm.

The man, aged in his 20s, was taken to Liverpool Hospital.

A short time later, a second man arrived at Liverpool Hospital with a gunshot wound to his shoulder.

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Police believe the shootings of the two men are related, and have commenced an investigation.

NSW Police said there was not believed to be any link between the shooting of the men, and the woman in Auburn two hours earlier.

The woman, aged in her 50s, was shot in the stomach after several shots were fired through the front door of a property on Albert Road.

Police were called to the property about 8.40pm.

The woman was treated at the scene before being taken to Westmead Hospital.

A crime scene has been established at the property, and an investigation is underway.

Anyone with information about either incident is asked to call Crime Stoppers on 1800 333 000.