Three people died after a two-vehicle crash after midnight on Rocky Point Road in Sans Souci, in Sydney's south, when a white Audi sedan rolled over a concrete barrier and landed on a blue Toyota sedan. One of the vehicles ended up on its roof.

Police said they were first called to a home on Second Avenue in Gymea Bay at about 12.25am on Saturday, responding to reports of a concern for welfare. A 42-year-old man left the home in a white Audi before officers could speak to him, and emergency services were called shortly after to the southbound lanes on Rocky Point Road.

All three people died at the scene. The driver and passenger of the blue Toyota have not yet been formally identified, and police have established a crime scene while investigators from the Crash Investigations Unit assist with the inquiry.

The crash shut Rocky Point Road in both directions between Fontainebleau Street and Holt Road, and there is no access to Captain Cook Bridge, Transport for NSW said. Motorists were told to avoid the area and use the Princes Highway, including Tom Uglys Bridge, to cross the Georges River.

The sequence now under review is stark: police were dealing with a welfare concern in Gymea Bay, then a short time later were called to a fatal collision in Sans Souci involving the same white Audi. Investigators will have to determine exactly how the car crossed into the path of the Toyota and what led to the deadly impact.