Sydney and large parts of NSW have been shrouded in dust as the state experiences severe winds and unseasonably warm temperatures.

Bureau of Meteorology spokeswoman Jane Golding said dust had settled on much of the state, including Sydney.

"It's pretty widespread," she told ABC Radio.

"We've had reports of low visibility up out as far up as Moree, Dubbo, Canberra's got some raised dust in the area and Wollongong, so it's very widespread."

The Bureau has issued a severe weather warning for damaging winds in Sydney with a gale warning issued for Sydney closed waters.

"Strong to gale force west to northwest winds, gradually easing late afternoon and evening," the Bureau says.

It says "raised dust likely".

Ms Golding said the warm temperatures would continue through Wednesday.

"The winds stayed up a little bit last night and that kept the minimum temperatures up a little bit but this dust is acting like a cloud layer as well so that will be keeping the temperature from dropping out any more."

Ms Golding said the weather system was moving in from the west and Sydney could expect dusty conditions throughout the morning.

Gale force winds of up to 100km/h have hit the Hunter region before moving through Sydney early today.

"Dubbo's still in pretty thick dust. The dust will last a bit but we're also expecting those winds to pick up as well."

Ms Golding said the barometric pressure had dropped significantly.

The SES received more than 50 calls for help from residents of Crookwell, near Goulburn, when hail stones "the size of cricket balls" smashed shop windows and damaged roof tiles.

"We've had reports of cars with both their front and rear windscreens smashed," Phil Campbell from the SES told AAP.