WA Police spokesperson Sam Dinnison said a 30 year old man died at the scene and a second man who had been taken to Royal Perth Hospital has since passed away as a result of his injuries. 

Two other men remain in hospital and are being treated for their injuries. 

A witness to Tuesday morning's Galleria Shopping Centre explosion in Morley has told a harrowing tale of trying to save the man who died in the blast.

Jonathan McDonagh, who was among the first people at the scene, told Radio 6PR he saw three people running from the explosion, which occurred near a loading bay near Woolworths.

WATCH: Video report from Fairfax journalist James Mooney. 

Mr McDonagh said he saw a puff of smoke but did not hear an explosion.

"As I came driving into the Galleria I [saw] one guy coming running out and he was on fire," he said.

"And I [saw] two guys coming out from the same door and they were on fire. And I knew straight away what was happening.

"The first fella came running out and he was lying on the ground in the shade and he was the one I was putting out.

"There was another lad lying on the ground and two other boys lying on the ground. One of them was dead.

"The other fella was getting put out by other people. I was running back and forth trying to put one person out at a time. 

"When I [saw the] man was out and there was no more flames anymore and he was not breathing...I had to leave after seeing it."

Mr Samuel Dinnison said police were called to the Morley Galleria shopping centre in relation to an explosion and fire at about 9.30am on Tuesday morning.

"It is believed all four persons were working in an area near the electrical transformer. 

"The cause of the explosion is unknown and WA Police will be working with WorkSafe and EnergySafety personnel as part of the investigation. A report will be prepared for the Coroner."

Mr Dinnison said the fire had since been extinguished by the Department of Fire and Emergency Services.

Radio 6PR reporter Danica De Giorgio said one person was taken to Royal Perth Hospital with burns to 80 per cent of their body and another two had burns to 60 per cent of their bodies.

LISTEN: Hear from a witness of the Morley Galleria explosion talking to 6PR radio morning presenter Gary Adshed. 

A spokeswoman from Royal Perth Hospital confirmed three people involved in the incident were currently in a critical condition. St John's Ambulance officers also treated a number of other people at the scene for smoke inhalation. 

Channel Seven reporter Amelia Broun told Radio 6PR it was a "pretty horrific scene" following the incident just after 9.30am.

She said a witness described seeing four men running out of the doors, burning head to toe screaming for help.

"The witnesses we spoke to said they were very badly burned and that it was hard to tell whether they were in uniform or members of the public."

Channel Nine reporter Oliver Peterson told Radio 6PR it looked like the incident occurred near a loading bay near Woolworths, on the Russell Street side of the centre.

"They're blocking people off around the car park, keeping them 10 to 15 metres away," he said.

"It's a door that would come into the carpark... it might be a staff entry around the back.

"There are dozens of fire trucks and ambulances on the scene here at Morley Galleria. It is thought the incident happened near a loading bay near Woolworths in Russell Street."   

DFES said a structural fire was reported at 9.38am. It is believed an exploded power transformer was the cause of the fire. 

A spokeswoman from the Morley Galleria told Fairfax Media the shopping centre was still open with shops still operational but part of the centre did lose power for a short period after the initial explosion and some shops were evacuated.

WATCH: Channel 9 reporter Oliver Peterson talking to 6PR radio.  

A statement from Woolworths said the incident did not occur in their store at Galleria.

"This incident occured at on Morley Galleria property controlled by Federation Centres. It did not occur in the Woolworths store or the areas managed by Woolworths," the statement read.

"Our thoughts are with those injured in the incident. Unfortunately we understand WA Police have confirmed there has been a fatality and our thoughts are with family and friends."

​Police said some roads around Galleria have been closed.