Police say there are concerns a grandstand at Wollongong's WIN Stadium, south of Sydney, could collapse after strong winds snapped a support beam and caused the roof to buckle.

Wind gusts of up to 90 kilometres per hour are also hampering efforts by engineers to secure the western stand of the stadium, which is one of the home grounds for the St George Illawarra Dragons NRL team.

Officers have closed Harbour Street to traffic and people are being urged to stay away from the area.

"There's obviously the potential for it to fall down depending on what the winds do," Sergeant David Potts said.

"It could fall down ... they've got their engineers there assessing what they've got to do."

Police say the grandstand could collapse on to the nearby Steelers Club or the oval.

ABC/AAP