"The police are being tested, the public is being tested, but whatever the test we will face it head on and we will remain a strong democratic, civil society," he said.

Before taking the Premier's job earlier this year, Mr Baird was often seen having meetings over coffee in Martin Place. It was part of his routine.

To those who remained trapped inside the Lindt cafe after following a similar routine, he sent his thoughts and prayers.

"All my thoughts and prayers are with those members of the public affected by the situation in Martin Place and the NSW Police who are trained to deal with these events," he said.

Asked whether the hostage event would change daily life in Sydney forever, Mr Baird was resolute that it would not.

"No, it won't and no it shouldn't," he said. "We are incredibly proud of this city.

"The values we hold dear and we will continue at every day to protect them."

Mr Baird had full confidence in the Police Commissioner Andrew Scipione and the NSW police force, saying they had acted decisively during the hostage siege on Monday.

"They are on top of the situation and they are doing everything possible that needs to be done," he said. "We are incredibly lucky to have them at our disposal looking after the public in this State."

The Premier asked city workers for patience as they made their way home on Monday evening. He asked the public to avoid Martin Place and to take their usual exit from the city on trains, buses and ferries.

"We will get through this," he said.