Two men wanted over a public targeted shooting have left police with "very strong evidence" after apparently failing to make a clean getaway following a shooting in Sydney's west.

One of the men was caught on camera attempting to set fire to a vehicle, setting himself alight in the process and running from the scene to a nearby creek.

The fire has been linked to an earlier public place shooting that occurred nearby, after police identified the same masked offender on camera at both scenes.

Emergency crews were called to Chrisholm Road in Auburn shortly after 3pm on Wednesday following reports of the shooting.

Police allege multiple shots were fired at three people standing near a parked car, which hit the car and a home.

No injuries were reported.

Approximately 20 minutes later, police were called to the burning car a short distance away in Carramar.

Detective Superintendent Rob Toynton said investigators were treating the two incidents as connected.

The offenders are believed to have taken off through Hayden Park towards Prospect Creek, with the area placed into lockdown while it was searched by authorities in the aftermath of the fire.

Police said while they did not find the offenders, they found several items in the area they believe were directly connected to the incidents and considered "strong forensic evidence".

"My message to those two people is we're going to catch you," Superintendent Toynton said.

"We're going to come after you, because we've got strong evidence which is going to link you to the scene. So best option is come forward now."

Along with the items founded in the park, police also located what they believe to be a second getaway car that was left at the scene, which also contained items linked to the offenders.

Authorities have called on the community to report any information they may have.

Pharmacists and hospital workers are also urged to keep a lookout for anyone seeking treatment for a severe burn on their leg.