Police say they were unable to pull a man from a car that crashed and burst into flames during a police pursuit west of Newcastle.

A critical incident investigation has been launched into the crash at Barnsley, which claimed the life of the driver, believed to be a 42-year-old man from Newcastle.

Police say the sedan ran off the road and crashed into a power pole on Northville Drive, bursting into flames.

An officer was able to pull the woman out of the passenger seat but was unable to save the man.

Acting Superintendent Murray Lundberg says the pursuit started at a Lake Macquarie train station.

"About 3:30 am (AEST) Lake Macquarie police were called to Teralba railway station in response to a report of an alleged break in at the ticket machine, he said.

"As the police approached that location they came across a black BMW sedan with no registration plates, that vehicle took off and was pursued by police."

Acting Superintendent Lundberg says an officer suffered minor burns to his hands when pulling the woman out of the passenger seat.

"Police have extracted the female from the vehicle, they suffered minor burns as a result of that but were unable to assist the male driver who was trapped inside the vehicle," he said.

The woman suffered non-life threatening injuries and is recovering in Newcastle's John Hunter hospital.

Police are yet to interview her.

Acting Northern Region Commander and Acting Assistant Commissioner Peter Thurtell says a critical incident investigation will focus on police involvement in the crash.

"Newcastle Police Station is now investigating this incident and the incident is being oversighted by Professional Standards Command," he said.