A man has died after being struck by lightning at Geurie, near Dubbo, in New South Wales' central west, as thunderstorms lashed large areas of the state.

Key points: Two people performed CPR on the man, but he died at the scene

Two people performed CPR on the man, but he died at the scene Thunderstorms lashed several areas in NSW, including Sydney

Thunderstorms lashed several areas in NSW, including Sydney Detectives are preparing a report for the Coroner

The 53-year-old died after being struck in the middle of Geurie Racecourse about 2pm.

NSW Ambulance sent six crews to the area, about 30 kilometres south-east of Dubbo, where the Geurie Golden Collar Cattle Dog Trial was being held.

When they arrived, two people were performing CPR on the man died at the scene.

Emergency services at the Geurie racecourse on Saturday afernoon. ( ABC News )

The Bureau of Meteorology (BOM) issued a severe thunderstorm warning across the span of NSW, with Sydney in the path of a massive electrical storm.

The Bureau said storms were moving across western Sydney in Parramatta and Sydney Olympic Park and towards the eastern suburbs, over the Sydney Opera House where the Invictus Games opening ceremony was due to start.

Across social media, users posted videos of dramatic storm clouds and lightning encroaching the Sydney skyline.

Earlier in the day, people in Mudgee, Orange, Moree, Narrabri, Walgett, Dubbo, Parkes, Coonabarabran and Lightning Ridge were warned to expect heavy rainfall, which could lead to flash flooding and damaging winds.

Meanwhile, people in Wollongong, Nowra, Katoomba, Goulburn and Yass were also warned to embrace wild weather.

BOM forecaster Gabrielle Woodhouse said the central west had seen "the worst" of the storms.

Lightning in Gilgandra today, about 70km north on Dubbo. ( Facebook: Karen Poulter )

"The line of storms currently lies through the eastern half of the central tablelands," she said.

"There has been quite a lot of lightning in these storms, and it's a very active system that's slowly moving east."

Data pulled from Lightning Maps, a community-operated project tracking lightning strikes worldwide, indicated about 4.6 strikes were landing in-and-around Dubbo per minute around 4:00pm.

The system hit Sydney in the evening, with the dramatic storm front rolling across Sydney Harbour and Bondi Beach.

Lightning strikes lashed the harbour and the CBD.

Ms Woodhouse said some areas can expect further wild weather.

"Going into tomorrow morning, we'll see a clearing trend across the northern parts of the state, although we will still see showers and thunderstorms during the day tomorrow."

Severe thunderstorms moved from Dubbo and Cowra, where this photo was taken around midday. ( Facebook: Louise Buckley )

Earlier in the day the annual Wambuul Dreaming River Festival in Dubbo was cancelled amidst the severe thunderstorms.

An organiser with the annual festival told ABC that the festival was postponed for the year due to "real concerns" about the high amount of lightning strikes hitting the area.

Detectives from Orana Mid-West Police District will prepare a report for the Coroner.