A wide-scale search is underway for two children missing in rural NSW.

Police were called to Cedars Road, Kains Flat, about 35km north-east of Mudgee in the Mid-Western region about 5.45pm on Monday.

Police were told 14-year-old boy Eli Jones and 12-year-old girl Hannah Jones went for a walk about 2.30pm and did not come back.

Police rescue, specialist police and the dog squad are all involved in the search, along with NSW Ambulance, Rural Fire Service Volunteer Rescue Association and the Westpac Lifesaver Rescue Helicopter Service.

Eli Jones is described as being of Caucasian appearance, about 175cm tall, with brown hair and believed to be wearing a grey t-shirt.

Hannah Jones is described as being of Caucasian appearance, about 160cm tall, with brown hair and believed to be wearing a pink top. 9NEWS