The Bureau of Meteorology says the mercury will start to rise into the high 30s on Thursday and Friday and hit 40-plus degrees in some areas on the weekend.

Temperatures will be up to 10 to 16 degrees above the average across the state for this time of year with little relief overnight.

"NSW will not be spared with temperatures climbing easily into the mid 40s for vast swathes of the western part of the state and even into the low 40s for some coastal areas," meteorologist Helen Reid said on Wednesday.

The heatwave would likely continue into Monday in some parts of the state with extremely hot daytime temperatures.

"We will see temperatures drop a little bit overnight ... but when you're dealing with a couple of days in a row of well above 40 degrees, it is really pretty much getting into severe heatwave territory," Ms Reid said.

Hot winds will move across the state from inland Australia, with the worst of it hitting the central parts and the northeast.

Temperatures in the Hunter Valley and western Sydney would climb into the 40s on the weekend, while the northwest slopes would likely hit 45 degrees, she said.

The extreme heat and windy conditions would bring a severe fire danger on the weekend particularly in the Northern Rivers region and northwest of the Great Dividing Range.

"It will also be quite windy so we are keeping a close eye on the fire danger which is associated with this warm, heatwave situation," she said.

"It is going to be quite a volatile situation."

Australian Associated Press