Police are investigating the attempted armed robbery of a hotel at Colyton early this morning.

About 3am today (Thursday 27 June 2013), four men, who were armed with a shotgun, entered the hotel on the Great Western Highway.

Once inside the hotel the men threatened bar staff but left empty-handed and fled in two vehicles described as being a white 4WD and a silver hatchback.

Both vehicles were last seen travelling along Melbourne Street.

Police and Ambulance Paramedics were called to the hotel and a woman, aged in her 20s, was treated for shock. No one else was injured and no shots were fired during the robbery.

A crime scene was established at the hotel and examined by specialist forensic officers while police from St Marys, Penrith, Mt Druitt and the Dog Unit conducted patrols of the area without success.

Detectives from St Marys Local Area Command are conducting investigations into the robbery and are looking for four men who have been described as wearing hooded tops with their faces concealed.