The mother of two boys allegedly stabbed to death in the Blue Mountains west of Sydney on Tuesday has been charged with murder.

Emergency services were called to a home on Chapman Parade in Faulconbridge, following a concern for welfare report.

Police will allege that the bodies of the two boys, aged nine and 11, were found inside their home by the boys' father.

The woman, 42, was also found inside the home with alleged self-inflicted stab wounds.

She was taken to Westmead Hospital under police guard in a critical but stable condition following the incident.

Police said she was released from hospital on Friday and taken to Parramatta Police Station where she was charged with two counts of domestic violence related murder.

She has been refused bail and is due to appear at Parramatta Local Court on Saturday.

'Panthers fans through and through'

The brothers were devoted supporters of the Penrith Panthers and earlier on Friday evening the team paid tribute to the two boys, described by their family as "Panthers fans through and through".

"We are deeply saddened by the tragic loss of Panthers members," they wrote on social media ahead of their preliminary finals game.

"Our hearts go out to their family and friends during this incredibly difficult time, and the boys will be in our thoughts during the NRL Finals."

An accompanying message from the boys' family said they were heartbroken, but wanted their memory to live on through the club.

"Rest in peace beautiful boys, we love you and loved the incredible spirit you brought to each game that will live in our hearts forever."

On Thursday, the boys' father spoke for the first time since the incident describing his sons as "happy, funny, outgoing boys" and very-much loved.

"Like other boys their age, they loved sports, soccer, the Penrith Panthers, fishing, books, music, spending time with their friends and Max their pup," he said in statement issued by NSW Police.