Grandfather charged with axe murder

AAP © [Enlarge photo]

A 69-year-old man charged with the axe murders of his wife and grandchildren and the wounding of his daughter has been refused bail.

The man appeared in Deniliquin Local Court charged over Monday's murders in Cowra, in central-west NSW.

The man's daughter, a 31-year-old police officer, suffered serious head injuries in the attack that left her children - a seven-year-old boy and five-year-old girl - and her 52-year-old mother dead.

The 69-year-old was arrested in Hay on Monday night after checking into a motel under his own name.

He has been charged with three counts of murder over the incident at the family home in Brougham Street, Cowra, about 2pm (AEST) Monday.

He is also facing one count of causing grievous bodily harm with intent to murder his police officer daughter.

The man was reportedly dressed in a white forensic suit and showed no emotion as he faced court for the first time.

He did not apply for bail and it was formally refused by relieving Registrar Paul Barber.

He was remanded into custody until his next court appearance, set down for Wagga Wagga Local Court on Monday, July 7, via audio-visual link.

Meanwhile, the policewoman who lost two children and her mother in an alleged axe murder had been looking forward to an easier life in Cowra with her family, the NSW town's mayor says.

The mayor of Cowra, Bruce Miller, said there was an eerie feeling in the town on Tuesday.

He said the police officer was soon to be transferred from duties at Parkes police station to Cowra. She would no longer have to drive 100km to work each day.

"She was very excited about that because obviously it was going to make life much more easier for her and her family," Mr Miller told ABC radio.

"Her boss had actually only told me that a week or so ago.

"So she's gone from sort of that feeling of exhilaration and excitement of being transferred to what now has completely devastated her life."

Mr Miller said he had felt sick in his stomach when he heard of the killings Monday, and on Tuesday a strange feeling had settled over the town of around 10,000 people.

"Usually by daybreak, there are people walking everywhere getting exercise, walking to work, but there's just no activity in this part of town," he told AAP.

"It's a strange feeling.

"Certainly when it involves children as well, you just shake your head, you feel sick in the pit of your stomach," he said.

A staff member at St Raphael's Central School in Cowra said both the seven-year-old boy and the five-year-old girl had been students at the school.

Children at the school would be undergoing counselling on Tuesday.

The police officer was on Tuesday recovering in Sydney's Nepean Hospital from an axe wound to the head.

Her injuries are not considered life threatening and she remains in a stable condition.

A police spokesman said reports the woman had a third child were incorrect.

"There's no third child," the spokesman said. "I don't know where that rumour came from."

NSW Police Commissioner Andrew Scipione says the real tragedy of the alleged triple homicide is that children were involved as well as a serving member of the police force.

Mr Scipione visited police officers in Cowra on Tuesday morning and said the trauma was showing on their faces.

"It's the trauma of a triple homicide where there are children involved, but what makes it doubly worse is the fact that it's one of their own," Mr Scipione told reporters.

Mr Scipione will visit the injured officer on Tuesday afternoon to express sympathy "on behalf of the entire NSW police family".