Temperatures in Sydney will climb into the 30s in coming days as very warm air from inland Australia gets drawn to the coast, setting up potentially NSW's first 40-degree day recorded in September.

A "vast area" of the state will have very high fire danger by the weekend, with some areas tipping into "severe" risks, Ben Shepherd, a spokesman for the NSW Rural Fire Service, said.

The mercury will begin a steady rise from Wednesday's relatively chilly - though bang on average - forecast top of 20 degrees in the city to 25 degrees by Thursday as the sunshine increases.

By Saturday, Sydney will be looking at a top of 33 degrees but most of inland suburbs will be reaching higher temperatures, including 36 degrees in Penrith, according to the updated Bureau of Meteorology forecasts.