A tradesman has died and another remained in a critical condition on Wednesday afternoon after brick walls collapsed on them in separate incidents at building sites in Sydney's north-west.

Wild winds wreaked havoc across the city on Wednesday with walls collapsing in Carlingford and Kellyville and power lines coming down in other suburbs.

Emergency services were called to a building site in Talinga Street, Carlingford, just before 10am following reports people were trapped under rubble.

Construction workers managed to pull a man, aged 30, from the rubble yet he had gone into cardiac arrest.