Students at Arthur Phillip High School in Parramatta arrived for the first day of term on Tuesday fearing for their safety after their school holidays were shattered by a shooting tragedy just 100 metres from their school gates and the arrest of another classmate on Tuesday morning.

On Friday, 15-year-old Arthur Phillip High student Farhad Khalil Mohammad Jabar was shot dead by NSW Police after he shot and killed police finance worker Curtis Cheng outside the State Crime Command in Parramatta.

On Tuesday morning another Arthur Phillip student was arrested, just before the first bell of term was about to ring, after he allegedly threatened police in a series of Facebook posts.

Despite NSW Police detectives roaming the school's buildings and a round-the-clock watch from Department of Education officials, many students were still nervous after learning that the boy who shot dead Curtis Cheng was one of their own.

"I don't know if they can guarantee our safety now," said one year 12 student. "He went to our school, to do what he did at 15 is pretty scary."

Parents of children at Parramatta public primary school next door were considering removing their kids from the area, particularly after police arrested another Arthur Phillip teenager this morning.

"It's not safe for our kids, that really sunk in this morning," said Deephi Devineni who has five-year-old in kindergarten only 50 metres from where police employee Curtis Cheng was gunned down.

Another parent, Shaheen Lalani, criticised the Department of Education and NSW Police for not putting more security at the school.

"There are some, but it is just not enough," she said.

At recess on the basketball court, the teenagers who knew Farhad Khalil Mohammad Jabar were unable to comprehend the fact that at 4.30 pm on Friday he had walked up to Mr Cheng and shot him in the back of the head at point blank range.

Speaking through the grates of four metre high fences, no one would say they were Jabar's friend .

According to those who knew him, the boy who had paced up and down out the front of the State Crime Command shouting religious slogans before being shot dead was just a boy who liked to play basketball.

"He was here every recess and lunch," said one 15-year-old, visibly shaken. "He was a normal kid, maybe a bit different - but nothing too out of the ordinary."

In the school of nearly 1500 students that speak 69 different languages Jarbar remained largely anonymous.

"He didn't talk to anyone, he would sit there and scan the playground," said one year 12 student.

For most of the students that Fairfax Media spoke to on Tuesday morning, the first time they had heard his name was when the news broke on their Facebook feeds on Saturday afternoon.

The Department of Education declined to comment on whether it was concerned about any radical elements within the Arthur Phillip campus.

In May former federal education minister Christopher Pyne sought to convince state departments to adopt a "de-radicalisation in schools strategy", where teachers would be taught to look for signs that vulnerable young people were becoming radicalised.

The NSW Department of Education has brought in counsellors to the school for "as long as it is needed", a spokesman said.

"The Department is working with NSW Police to ensure the wellbeing of Arthur Phillip High School students and staff when they return to their classrooms today and into the future."