Most of NSW will continue to bake in a prolonged heatwave well into next week, the second big warm event to get the year off to a hot start.

The roasting comes after the state posted its hottest year on record in 2017, a period which was also Australia's third-hottest year and equal-second warmest globally.

Swimmers cool off at MacCallum pool at Cremorne Point on Friday. Credit:Dean Sewell

Sydney's west climbed above the 40-degree mark on Friday, with Penrith's 40.5 degrees the hottest for the city. Observatory Hill and other eastern sites were spared the worst, with sea breezes keeping the maximum to just over 28 degrees.

A cool change that moved across southern Victoria on Friday curtailed temperatures in that state but not before Melbourne - including the area where the Australian Open is being played - exceeded 40 degrees for a second day in a row.