With the arrival of the First Fleet at Sydney Cove, the initial policing of the colony of NSW was in the hands of the Royal Navy Marines. This role, however, was not one the Marines desired. Governor Arthur Phillip soon after appointed John Smith, a free settler, to the position of Constable. Although he did not remain long in office, Smith became the first recorded Police officer in Australia.

The Night Watch and the Row Boat Guard were appointed by Governor Phillip. These men were drawn from the ranks of the best behaved of the convicts.

The Night Watch were replaced by the Sydney Foot Police in 1790 and continued as an organised force (later known as the Sydney Police) until the amalgamation of all NSW colonial police forces in 1862.

The Row Boat Guard was both an independent Water Police and part of the Sydney Police, and is the forerunner of what is today known as the Marine Area Command.

In 1803, the death of Constable Joseph Luker of the Sydney Foot Police was the first recorded death of a member of the Police in Australia. While patrolling on foot at night in Back Row East, Sydney Town (now Phillip Street Sydney), the Constable was attacked and killed. His body was found the following morning with the guard of his cutlass embedded in his skull. Four offenders later faced court, where three were acquitted (including two fellow Constables) and one was sentenced to death (later commuted when three attempts to hang him failed).

1810 - 1850
Initially in rural areas, Police were appointed by the local Justices of the Peace and became known as Bench Police or "benchers."

In 1825, the Military Mounted Police were formed following clashes between Aboriginals and settlers in the central west, but were disbanded in 1850 in favour of a civilian Mounted Police (also known as the Mounted Road Patrol). These were the forerunners of today’s NSW Mounted Police.

Other colonial police forces included the Border Police (1839 -1846) and the Mounted Native Police (1848 -1859). The various Mounted Troopers in the colony were known colloquially as "traps."

In 1850, the Parliament in Sydney legislated to amalgamate all the various colonial police forces into one force under the superintendence of an Inspector General of Police. A solicitor, William Spain, was appointed as the first Inspector General.

1851 - 1862
With the discovery of gold, the Gold Escort were formed in 1851. In that same year, the Parliament in London disallowed the 1850 colonial legislation to amalgamate colonial police forces, resulting in the various forces remaining as separate entities.

During this period, police from the United Kingdom were offered free passage to NSW in return for three years service as colonial police. These years also saw the rise of the bushranging era.

In 1862, riots on the goldfields at Lambing Flat (near Young) saw police and the military deployed to restore peace and lead to a new push for more effective policing in the colony.

The Police Regulation Act was passed by the colonial Parliament and on 1 March 1862, all existing police forces amalgamated to establish the NSW Police Force under former Army Captain John McLerie as Inspector General.

The Police Force had its headquarters in Phillip Street Sydney, and the colony was divided into districts and sub-districts. There were 800 Policemen at the ranks of Superintendent, Inspector, Sub-Inspector, Sergeant, Senior Constable and Constable. The Force was divided into Foot Police, Mounted Police, Water Police and a Detective Force.

Police in Sydney were not routinely armed although they had access to firearms from the Police Depot. Police in country areas did however carry firearms.

The first death of a member of the new Police Force occurred when Constable William Havilland was accidentally shot at Orange whilst returning from Eugowra Rocks, where he had been guarding the gold escort which had earlier been bailed up by bushrangers.

Special Constables John Carroll, Patrick Kennagh, Eneas McDonnell and John Phegan were secretly sworn in as part of a covert operation to capture bushrangers who had shot and killed Constable Miles O'Grady at Nerrigundah in 1866. The four Special Constables were ambushed at night at Jinden (near Braidwood) and killed. Their deaths represent the largest loss of Police lives in a single incident of this type in Australia. Later that year, the Campbell Commission of Inquiry into the State of Crime in the Braidwood District was established. This was the first Royal Commission type inquiry into the NSW Police.