Motorists have been warned to expect delays around parts of Sydney's CBD on Wednesday, and it's due to the latest instalment of the Mad Max film franchise, aptly named Fury Road.

The War Rig and other vehicles from the iconic post-apocalyptic film series will rumble over the Cahill Expressway and into the Opera House forecourt for a public display, ahead of the film's premiere in Sydney on Wednesday night.

The Transport Management Centre said the Cahill Expressway will be closed between the Sydney Harbour Bridge and Conservatorium Road from 10am to 1pm on Wednesday.

Lane eight of the Sydney Harbour Bridge will also be closed near the exit ramp to the Cahill Expressway.