The collapse of a wall of coal waste at the Clarence Colliery into part of the Wollangambe River is expected to take "many weeks" to clean up, the NSW Environment Protection Agency said.

The EPA described the pollution of the river near the Blue Mountains town of Lithgow as a "serious environmental incident" involving tonnes of so-called coal fines. Investigators spent Friday probing the extent of the damage after the spill a day earlier.

A spill of coal waste and water from the Clarence Colliery coal mine has slid into the Wollangambe River Credit:Wolter Peeters

"The Wollangambe River is our greatest concern and determining the impacts to the river is a priority," Gary Whytcross, an EPA director, said in statement.

The EPA on Thursday described the region as "a very sensitive environment", with the Wollangambe flowing into the Greater Blue Mountains World Heritage two kilometres downstream of the mine.