A father who shot dead his two teenage children in their West Pennant Hills home left letters for his ex-wives and relatives to read after his death, police have revealed.

John Edwards, 67, gunned down his children Jack, 15, and Jennifer, 13, on Thursday night as they attempted to hide in a bedroom of the home they shared with their mother.

His body was discovered the next morning about five kilometres away in his Normanhurst home.

NSW Police has confirmed the existence of several letters Edwards had written before the murders, addressed to his former wives and relatives and to be opened upon his death.

However, they have not revealed the contents of the letters.

Jack and Jennifer Edwards have been remembered by friends, family and the community. Photo: ABC News

The ABC understands that Edwards has at least two adult children aged in their 30s.

The financial services worker and his estranged wife Olga, a Russian national, had been involved in custody hearings about the children over the past two years.

She returned home shortly after the shooting to discover police swarming the house and was told the tragic news.

It is understood Edwards registered for his firearms licence in late 2017 and purchased several guns – including two handguns he used on Thursday night – as a registered gun licensee.

Mourners lay flowers outside the home where Jack and Jennifer Edwards died. Photo: ABC News

Ms Edwards, 36, returned to the West Pennant Hills home on Saturday, supported by friends and detectives.

A stream of mourners continued to lay flowers outside the house and some became emotional as they stopped to pay tribute.

One card attached to a bunch of flowers outside the home read: “Rest in peace, you are now angels”.

A GoFundMe page has been set up by a Russian group in Australia to raise money for Ms Edwards’ mother to fly out to Sydney.

–ABC