Sydney's mild autumn spell has given way to a blast of frost and sub-zero temperatures overnight, with the city recording its coldest May night in nearly two decades, meteorologists say.

The temperature dipped to a low of 7.1 degrees in the city just after 6.20am on Tuesday, but the cold westerly wind packed an extra punch.

The coldest May morning in 18 years in Sydney was accompanied by frost and fog. Credit:Nick Moir

For those who were already out and about at that time, it felt like a frigid 2.5 degrees in the city, according to the Bureau of Meteorology.

Those waking up in Sydney's west and south would have been advised to pile on a few more layers.