The family of the Australian man charged over the Christchurch mosque massacre approached New South Wales Police after viewing footage of the terror attack.
Police Commissioner Mick Fuller today said there were "no active threats" in NSW linked to the shooting in New Zealand, however the national terrorism threat level remains at "probable".
A total of 49 people died in the attack on two mosques Christchurch yesterday, and more than 40 people are in hospital.
Three people have been arrested including 28-year-old personal trainer Brenton Harrison Tarrant, from Grafton in NSW, who has been charged with murder and remanded in custody until April 5.
"After the crime, my understanding is the family (of this man) did approach NSW Police after the incident was on TV," Mr Fuller said in Sydney this morning.
The commissioner has joined other senior police at a meeting with religious leaders at the Australian National Imams Council in the city's west.
"(I will) reinforce the message that we are there to protect everyone," Mr Fuller said.
"I know that terrorism has many faces. I also know there will be people feeling vulnerable today from all walks of life in our community.
"It's important, also, I go and we talk and we break bread about where do we go forward from here, to make sure there is no subsequent violence or activities that will put other people at risk."
NSW Premier Gladys Berejiklian visited Lakemba Mosque last night for a vigil with the Muslim community.
"I want to stress that an attack on one section of our community is an attack on all of us and we will band together, and we will heal together," she told reporters this morning.
The premier said the closeness of the two countries, with shared values of freedom, diversity and democracy, makes it feel "as though it's occurred on our own soil".
"I know that words cannot describe the pain and anguish of the family and friends of the victims but our heart goes out to each and every one of them," Ms Berejiklian said.