A teenager is fighting for his life and a father of four has died after powerful westerly winds ripped through Sydney causing two freak accidents yesterday.

The 19-year-old construction worker, a foreign student, was rushed to hospital after a wall collapsed on him at a site in Kellyville in Sydney's north west.

He remains in a serious but stable condition at Westmead Hospital this morning after being treated for head injuries sustained from the incident about 9.40am.

It came during a day of wild winds across Sydney, with speeds reaching 82km/h in Richmond and 83km/h at Sydney Harbour and the airport.

Winds today are expected to peak at 40km/h in Richmond and Penrith, with damaging winds forecast to return tomorrow, reaching up to 55km/h in Sydney's far-eastern suburbs.

Also in north west Sydney, 30-year-old Thong Tran was killed after he was buried under a collapsed wall at Carlingford yesterday morning.

Emergency services were called to a property after receiving reports of a second fallen wall at a construction site at 10am.

Jimmy Li has spoken to 9NEWS about the wall collapse at Carlingford.

Paramedics performed CPR on the carpenter and father-of-four who was buried under a mound of bricks and rubble after a strong gust brought down a second story wall on top of him.

He was pronounced dead at the scene.

A SafeWork NSW investigation is underway, however CFMEU state secretary Brian Parker said the watchdog had moved towards self-regulation rather than regulating the industry.

Scene of the wall collapse in Kellyville.

A man is fighting for his life after being hurt in the Kellyville incident.

"They are asleep at the wheel they should know these issues about wind and what could happen and put warnings out," Mr Parker told AAP today.

A co-worker of Mr Tran described the moments after his friend was crushed by the collapsed wall.

Speaking to 9NEWS, Jimmy Li said he first heard a bang but did not think it was a wall that had fallen.

It's believed wind knocked over the wall. (9NEWS)

Paramedics performed CPR on a man at Carlingford but he has since died. (9NEWS)

"I called out and there was no answer," he said.

"The brick wall, there was nothing to support, it was 3 metres high and one level with nothing to hold it.

"We just tried to dig. We found a tape measure. There were three of us digging when one man a neighbour came to help. And 10 to 15 minutes later the police were coming, but we already found him."

He said Mr Tran was a "good guy" and had four children.

Nearby residents in Carlingford said the wall sounded like a clap of thunder when it collapsed.

"We heard this great loud bang," one woman said.

"I honestly thought they were throwing things around because there was a bit of a construction site going on.

"I didn't think twice of it but my son said he also heard some yelling as well then he came and told me to see what was happening. The sound was like lightning."