A man and a woman are dead after an explosion at an underground mine in western New South Wales.

Emergency service crews were called to the mine on Endeavour Mine Road at Cobar, about 450 kilometres east of Broken Hill, about 3:45am, after reports two people had been critically injured in a workplace incident.

Officers from Central North Police District were told a man had died in the underground explosion.

Two women were brought to the surface, but one has since died.

The second woman has been flown to hospital suffering hearing damage and shock.

Emergency services remain at the scene.

NSW Police will prepare a report for the coroner and assist SafeWork NSW.

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