A large dust storm swept across western NSW yesterday afternoon, terrifying travellers in a caravan park in Wilcannia, near Broken Hill.

Battening down the hatches were Anne Richardson, 56, and husband Lindsay, 61, who spotted the huge cloud coming their way.

The couple, who are travelling from the Sunshine Coast to WA, managed to take a couple of pictures and get inside their caravan, which was stifling in 40-degree heat.

Images of the dust storm closing in on a caravan park in Wilcannia, western NSW, yesterday. (Anne Richardson)

The 50m cloud sweeps past the Packsaddle Hotel, north of Broken Hill. Picture: Jess Watson/Weatherzone (Supplied)

They were fearful the storm would lift up the vehicle.

“I looked out the window and went 'What’s that?' We just didn't know what was going to happen,” Mrs Richardson told nine.com.au. “We couldn't believe it.”

While the couple’s car and caravan survived intact, some people on their site suffered minor damage.

The sand cloud was a towering exhibition of the drought that is gripping large parts of south-eastern Australia this year.

The dust storm envelopes Milparinka, a small outback town. (Supplied)

The photographer was with friends at a Melbourne Cup party. (Supplied)

The towering wall of dust showed just how dry the land is. (Supplied)

It was approximately 50 metres high as it blew through Katalpa Station, north of Broken Hill, and White Cliffs.

NSW has just experienced its fourth driest January to October since records began in 1900 and for the Murray-Darling Basin, it was the third driest such period on record.

A few locations in western NSW have experienced their driest year-to-date in more than a century.

Cobar's 74mm of rain during the first 10 months of 2018 was its driest January to October period since 1902, towards the end of the Federation Drought.

Yesterday's thunderstorms rolled into NSW from the west and brought widespread falls of 5-15mm to towns and stations between Tibuburra to Ivanhoe.

But while this rain was welcome across the parched region, a large wall of dust that preceded it wasn't so well received.

Dust storms become more likely across NSW in spring during drought years. This is because seasonal thunderstorms passing over the state whip up dry topsoil and carry it across the barren landscape.

The year-to-date root-zone soil moisture, which refers to the amount of moisture in the top one metre of the soil profile, is in the lowest one percent of historical records for large swathes of NSW up to this point of the year.

Despite the brief rain that some areas of NSW saw this week, long-term severe rainfall deficiencies still exist in many areas west of the ranges. This is likely to cause more dust storms as thunderstorms continue to affect the state in the coming months.

Yesterday's weather event also brought thunderstorm asthma warnings from health authorities.

NSW Health's Richard Broome said high levels of pollen in the air could trigger asthma and respiratory conditions as the storms approach.

"Thunderstorms cause pollen grains to explode and release fine particles which can be inhaled deeply into the lungs, causing even more people to wheeze and sneeze," Dr Broome said in a statement issued yesterday.

The warnings come after 3600 people presented to hospitals in Melbourne with breathing problems following storms in 2016.

At least nine deaths were linked to the event.

Sydney and NSW has never recorded a thunderstorm asthma event of a similar magnitude but rural NSW has, and the health department is urging sensitive people to be extra vigilant.