A Masterton local told the Herald she heard two loud bangs slightly before 9pm.
"They were very loud and quite apparent that they were gunshots," she said.
"I went outside and saw a woman walk past who said 'did you hear that too?' She was on the phone to the police already.
"I could hear yelling in the distance. The yelling could be heard for about five minutes I'd say ... I did not hear any sirens though."
Another local said she heard banging around 9pm but didn't think they were gunshots initially.
"I heard some banging around 9pm but thought it was fireworks," she told the Herald.
"Then about 10.30, I saw a helicopter flying over towards the hospital with a spotlight looking around."