Police are investigating a drive-by shooting in which bullets hit a child's bedroom in Masterton.

Acting Detective Sergeant Mike Smith said neighbours of the Miriam St property heard several shots fired, believed to be from a vehicle, about 8.45pm on Friday.

"A scene examination ... confirmed that a number of gun shots have entered through the wall of two bedrooms at the front of the address. One bedroom is used by children," he said.

Smith said police were taking the incident seriously.