A woman in her 60s has been killed by a shark on the NSW south coast.

Emergency services were called to an area between Tathra Wharf and Tathra beach before 9am (AEDT) on Thursday after the woman was reported missing.

She was swimming with friends when she turned back towards the wharf after 8am (AEDT) and disappeared, police said.

Authorities said witnesses had told them she was taken by a shark.

Emergency service, surf lifesaving personnel are searching the area for her remains.

A report will be prepared for the Coroner.