Police investigating the murder of three people in Lake Cargelligo earlier this year are on-site at a nature reserve north-west of the town, after the body of a man was found beside a ute.

About 3.30pm Monday, police were alerted to reports of an abandoned vehicle at Roundhill Nature Reserve about 100km north-east of the town, a NSW Police statement to media said.

On arrival, police located the body of a man who is believed to be aged in his late 30s.

He is yet to be formally identified and a crime scene has been established.

An extensive investigation has been continuing since the deaths of three people in the town, about 4.30pm on Thursday 22 January.

A 25-year-old woman and a 32-year-old man died after being found critically injured in a vehicle in Bokhara Street suffering gunshot wounds.

Police were then called to Walker Street after a 50-year-old woman and a 19-year-old man were found suffering gunshot wounds.

The woman died at the scene while the man was taken to hospital in a serious but stable condition. He has since been released.

Strike Force Doberta was established to investigate the circumstances surrounding the incident with a large-scale search involving local police and officers attached to specialist commands from throughout the state.