Police are appealing for witnesses after a man was killed by a gas bottle as storms lashed Sydney's CBD on Tuesday night.

The 37-year-old Chatswood man was struck while leaving after-work drinks with a colleague on Harrington Street at The Rocks shortly before midnight.

The nine-kilogram bottle hit the man on the shoulder after falling from "a great height", Detective Inspector David El-Badawi said on Wednesday morning.

"It is a freak incident, I think," he said. "It is a massive storm last night that hit the city, very windy, heavy rain."