Emergency services and government agencies are urging people to look after themselves this weekend as a heatwave descends over the state.

Temperatures in the city are expected to climb to 40 degrees this weekend with areas in the west expected to experience temperatures into the mid-40s.

Bureau of Meteorology forecaster Andrew Haigh said north-westerly winds ushering in some very hot air from central Australia will deliver "pretty serious heat" on Sunday.

"We're thinking of a very hot day, with temperatures to exceed 40 degrees across most of the metropolitan area," Mr Haigh said.

Temperatures in western Sydney will climb into the mid-40's, with a forecast high of 45 for Penrith and Richmond, while the city will not be far behind at 40 degrees.

"It will probably take until mid-afternoon to get to the maximum in the west, however it will probably be getting into the 40's are midday in the CBD," he said.

A sea-breeze arriving mid-afternoon will deliver slight relief to coastal areas, and will pull down temperatures in the west later in the evening, but the hot weather is here to stay.

There is a chance of thunderstorms in the afternoon and evening, arriving with that southerly change.

"That has the potential to generate showers and thunderstorms, however we don't expect rainfall if it occurs to be heavy or widespread."

Temperatures will remain quite warm overnight on Sunday, with an expected minimum of 22 degrees for the city on Sunday evening, leading into a warm week ahead.

"It is an extended run of unusually warm conditions," Mr Haigh said.

Monday's maximum temperature is expected to be 33 degrees in the city, and a very slight drop to 40 degrees in Penrith.

The NSW Office of Environment and Heritage has warned air quality will be poor and ozone levels are forecast to exceed the national air quality standards.

NSW Health's Director of Environmental Health, Dr Ben Scalley said high ozone levels can have serious health effects on vulnerable people.

"As ozone can irritate the lungs, people with asthma need to follow their Asthma Action Plan and take their relieving medication where necessary," he said. "If symptoms get worse, they need to seek medical advice."

NSW Police urged motorists to avoid leaving children or pets unattended in their cars, with Deputy Commissioner Catherine Burn warning that anyone caught doing so could face charges.

"Cars become a furnace in this heat," she said. "Anybody who is leaving a child in a car is just totally irresponsible and it can be deadly. Just don't do it under any circumstances, particularly in the heat.

"If they do leave children in the car, it is an offence and we will take action."

The Deputy Commissioner said that they were coordinating with other emergency services to ensure people kept safe over the weekend and into next week.

"The real issue is that we're not going to see a relief in NSW until early next week, so we're going to see sustained heat over the days and the nights."

A recent NSW Health study found extreme heatwaves increased ambulance callouts and deaths by more than 10 per cent.

"[Heatwaves] put a lot of strain on the body and can cause dehydration, heat exhaustion and heat stroke," Dr Scalley said.

"At times like this, it's a good idea to avoid strenuous physical activity in the middle of the day, drink plenty of water, and take precautions when out in the sun such as wearing sunscreen and protective clothing."

Dr Scalley said anyone showing signs of heat-related illness should seek medical attention.

The NSW Rural Fire Service warned on Saturday that many areas were facing an increased fire danger, with a total fire ban in place on Sunday for the greater Sydney and greater Hunter areas.

While the Sydney Ashes Test will go ahead despite the hot weather, other sports around the state have had to revise their events due to the heat.

The Australian Turf Club moved its Warwick Farm race meeting to Royal Randwick on Saturday due to the forecast high temperatures in the west.

Deputy Commissioner Burn said anyone thinking of doing any strenuous or sporting activity should re-think their plans.

"It's going to be important, particularly on Sunday, to heed the advice of the Department of Health around keeping cool, keeping hydrated, staying indoors if you can and not exerting yourself."

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with Miriam Webber