New South Wales is set to break temperature records over the next few days, with sweltering temperatures into the mid-40s expected across the state.

Key points: High temperatures at night will provide little respite from the heat

High temperatures at night will provide little respite from the heat Dubbo is expecting five consecutive days above 41 degrees Celsius

Dubbo is expecting five consecutive days above 41 degrees Celsius Hot and dry conditions will bring elevated fire danger throughout NSW

The extreme heatwave is expected to become so unbearable this week, the director of Environmental Health Richard Broome urged people to stay indoors and minimise physical activity.

"I'd encourage everyone to take the risk of heat-related illness seriously," he said.

"We know that conditions likes these can cause severe illness, hospital admission and even deaths.

The warning came as the mercury in western Sydney steadily climbed throughout the day.

Forecasters expect temperatures in Penrith to reach about 40C and continue to break the 40 mark over four consecutive days.

The temperatures in Campbelltown and Bankstown were also reaching the mid-to-high 30s around midday.

Severe and extreme heatwave conditions will hit New South Wales towards the end of the week. ( Supplied: Bureau of Meteorology )

The worst of the extreme heatwave is hitting Riverina and western NSW, where temperature records are expected to be broken.

About 1:00pm, Hay in the Riverina region reached 45C, while Ivanhoe and Menindee near Broken Hill were at 44.2C and 42C respectively.

Albury is forecast to reach 45.4C and Young 43.9C — which will break annual records for each of those regions.

Towards the end of the week, Sydney will experience severe heatwave conditions, with temperatures reaching the low-30s in the east and low-40s in the west.

People across the state will be cooling off however they can as temperatures soar this week. ( Instagram: @cityofsydney )

A coastal sea breeze in the afternoons could help to cool things down but temperatures will remain high overnight.

Elli Blandford from the Bureau of Meteorology (BOM) said the heatwave was due to a build-up of warm temperatures from inland Australia being dragged north over NSW and the ACT.

"Maximum temperatures are likely to be about 10 degrees above average for this time of year," she said.

"We've also got really warm overnight temps with average overnight temps about eight degrees above average for this time of year."

There will be little respite from the temperatures until a southerly change hits the south of the state on Saturday and moves into Sydney and the northern parts by Sunday.

Sydneysiders can expect temperatures to hit the low-30s in the east and low-40s in the west. ( Instagram: @bondilifeguards )

The bushfire danger rating today is high or very high for most of the state, with a total fire ban in place for the Southern Slopes due to "extremely hot, dry and windy weather", the Rural Fire Service said.

There are 20 bushfires burning throughout the state but all are at the lowest warning level of advice.