It is thought three men were travelling in a stolen Hyundai SUV when the driver lost control just past the old saleyards, where the Vale and Lloyds roads meet. The crash occurred following a police pursuit.

Two of the men were ejected from the car. One man, 35, suffered critical injuries and died a short time later in Bathurst Base Hospital.

Another man, 33, suffered serious injuries, and remains in a stable condition.

A third man is thought to have left the scene.

South Bathurst was shut down within minutes of the crash as police worked not only to preserve the crime scene, but also to look for the third man who was believed to be in the car at the time of the crash.

A critical incident was also declared and a team of police from Lachlan Local Area Command was brought in to investigate all the circumstances surrounding the incident, including the pursuit.

A NSW Police statement on Wednesday said the investigation would be “subject to independent review”.

Pol Air arrived in Bathurst at around 3pm on Wednesday and, after refuelling at Bathurst Airport, was seen flying over the crash site and its vicinity for the rest of the afternoon.

Police were making no comment on Thursday about the investigation, and did not release the name of the man who was killed.

Anyone who may have witnessed the crash is urged to call Crime Stoppers on 1800 333 000.