Hero female police inspector gave Sydney shopping centre knifeman one warning - then she shot him dead

The police officer who confronted and shot dead a knifeman who killed five bystanders at a busy shopping centre and then performed CPR on injured victims has hailed as a hero by Prime Minister Anthony Albanese.

Five shoppers are dead while four others, including a nine-month-old baby were rushed to hospital following the terrifying rampage at Westfield Bondi Junction in Sydney's east on Saturday afternoon. A fifth victim has since died in hospital. 

A female senior police inspector who arrived at the scene within minutes risked her own life by confronting the knifeman alone on the top level of the shopping centre. 

She fatally shot the attacker when he turned towards her and raised his knife.

The officer then performed CPR on the man and when she was unable to revive him rushed to aid of injured bystanders lying outside a nearby store where she performed more CPR.

The hero officer is an inspector in the NSW Police force

'She engaged immediately on her arrival to the scene,' Assistant Commissioner Anthony Cooke told reporters.

'The officer was guided to the location of the offender by people who are in the centre, and she took the actions that she did, saving a range of people's lives.'

Shocked bystanders recalled the officer's heroic actions. 

“All she said was ‘Put it down’. Just once,' Jason Dixon told reporters.

'Then she shot him in the chest and he went down.

'Then when he fell on the ground she was giving him CPR.'

Hussein Osseili described how he was in Westfield with his six-year-old sister and grandmother when he heard gunshots and immediately knew what they were.

'I just thought I have to get my family to safety. I told them to leave,' he told Daily Mail Australia.

'Then I saw a man with a big hunting knife - about 30cm long on the escalator in front of Woolies. 

'He went PST Zara and KMart, he was waving the knife around and stabbing people. He went to level 5 and then I heard more gunshots of the police. My family is all safe luckily.'

The Law Enforcement Conduct Commission has launched a critical incident has been launched into the police officer's brave actions.

'The NSWPF are investigating the circumstances of the incident and this investigation will be reviewed by the Professional Standards Command,' a statement read.

Mr Albanese held a snap press conference in Canberra to address the tragedy on Saturday night, where he singled out the bravery of the police officer who shot dead the knifeman 

'She entered the proceedings that were taking place, obviously very dangerous, by herself,' she said.

'She is certainly a hero. 

'There is no doubt that she saved lives through her actions. 

'Today is a reminder that those people who wear a uniform are people who rushed to danger, not away from it.'