Police have launched a murder investigation after the body of a woman was found inside a home in Goulburn in regional NSW.

Officers discovered the woman, aged in her 40s, around 7am Saturday on Joshua St after a neighbour reported a concern for her welfare.

Police believe the body had been there for several days, but how she was killed remains under investigation.

Forensic teams have spent several hours combing through the property, collecting evidence to help solve the woman’s death.

In a disturbing discovery, one of the woman’s dogs was found seriously injured when police arrived at the scene.

7NEWS understands the woman lived alone.

The incident has left the tight-knit community of Goulburn reeling with neighbours struggling to come to terms with the tragedy.

“It’s shocking. It’s really shocking,” one local resident said.

“You can expect it in Sydney or bigger places like this, but not in a little country town like Goulburn. So it’s nerve-wracking and pretty scary,” another person said.

No arrests have been made as police continue their investigation into what they’re treating as a tragic start to the new year for the country community.

Anyone with information is urged to contact Crime Stoppers.