A critical incident is underway after a body was found in a vehicle outside a police station in NSW south.

Officers located the body outside the police station in Pioneer Drive in Lake Illawarra at 4.30pm yesterday.

Early indications are that the body has been in the vehicle since approximately 6.30pm on Tuesday.

Paramedics assessed the 48-year-old woman, however, she could not be revived.

A crime scene has been established as a critical incident team is investigating the circumstances surrounding the incident.

The investigation will be the subject of an independent review by the Professional Standards Command and oversight by the Law Enforcement Conduct Commission.

A report for the coroner will also be prepared.