Shots were fired during a lengthy police pursuit from Gundagai to Yass in southern New South Wales, police say.

Police said they were called to the Hume Highway at Gundagai about 2:00am today after reports of a break and enter at a business.

Two men driving a ute were pursued from Gundagai to Yass for close to two hours, during which officers allege a number of shots were fired by the men.

About 3:40am, the men, both aged 23 from the ACT, stopped at a service centre at Yass, where police said they forced the driver of a Ford Falcon out of his vehicle at gunpoint.

Both men were arrested at the service station and were taken to Yass Police Station.

Police said at least one firearm was seized for forensic examination.

An independent critical incident team from Monaro Local Area Command will now investigate all circumstances surrounding the incident, including the discharge of a police firearm during the arrests.