The Bureau of Meteorology says a cold front has caused unusually late snow falls west of Sydney and in south-east New South Wales.

It says it has had reports of half a centimetre of snow at Blackheath in the Blue Mountains, west of Sydney.

There have also been reports of light snow falls at Cooma, Berridale and Bombala, in the state's south-east.

About 7:30am (AEDT), Blue Mountains resident Pablo said it was snowing heavily in the area and the temperature was only about two degrees.

"We've had a bizarre morning," he said. We've had hail, which settled a bit, and then we had a thunderstorm and now it's been snowing for the last 20 minutes."

A local resident in the village of Delegate, in south-east NSW, has described the scene where she lives as "absolutely beautiful".

"There's snow on the ground and all the trees are covered. It's a beautiful picture," Gloria said.

"We have had snow like this before but not for a long, long while."