An Australian woman who was shot dead by US police called 911 after overhearing a possible rape, newly released transcripts reveal.

Justine Damond twice contacted police to report the suspected sexual assault in an alley behind her home in Minneapolis, Minnesota.

But when the 40-year-old, who was dressed in pyjamas, approached the driver's door of a police vehicle she was shot dead by officer Mohamed Noor, who was in the passenger seat of the squad car.

A transcript of the first 911 call reveals Ms Damond told an operator: "I can hear someone out the back and I'm not sure if she's having sex or being raped".

After giving her address, she added: "I think she just yelled out 'help' but it's difficult, the sound has been going on for a while.

"I don't think she's enjoying it. I think it's, I don't know."

Asked to detail what she could hear, Ms Damond said: "It sounds like sex noises, but it's been going on for a while and I think she tried to say 'help' and it sounds distressed."

Ms Damond’s fiancée Don Damond is comforted by friends and family after speaking to the press. Image:  Elizabeth Flores/Zuma Press/PA Images

Eight minutes later, the meditation teacher from Sydney called 911 again to check where the responding officers were.

After they arrived, the 40-year-old was shot by one of the two officers and died from a wound to the abdomen.

At the time, the officers' body cameras were not switched on and footage from the car failed to capture the incident.

Mr Noor has refused to be interviewed by investigators, but driver Matthew Harrity said he had been "startled by a loud sound" as Ms Damond approached the car.

His lawyer, Fred Bruno, has said it is "certainly reasonable" to assume the officers were concerned about an ambush.

Mr Bruno told the Star Tribune that recent cases of police deaths in the US - such as the murder of a New York City officer as she sat in her patrol car - may have made the pair feel unsafe.

A memorial to Justine Damond on the steps of the Lake Harriet Spiritual Community church in south Minneapolis, 19-07-2017. Image: TNS/SIPA USA/PA Images

Australian Prime Minister Malcolm Turnbull has described the shooting as "inexplicable" and demanded answers on what "went tragically wrong".

He said: "How can a woman out in the street in her pyjamas seeking assistance be shot like that?"

On Wednesday, hundreds of Ms Damond's family members and friends gathered for a vigil on Sydney's Freshwater beach, where they stood in silence before casting pink flowers into the water.