The first snow of 2019 has fallen in NSW's alpine towns, indicating winter is coming – but it's running a little late.

A large cold front sweeping across the state on Friday brought a sharp drop in temperatures west of the dividing range, while to the east the wind chill got Sydney's teeth chattering despite a seemingly-mild top of 19.8 degrees.

The cold temperatures were accompanied by some of the state's first snowfalls of the season below the ski fields – with more falls expected in the Southern and Central Tablelands overnight.

"We are talking about snow coming down to levels about 1100-1300 metres, which should reach places such as Oberon and Orange," said Bureau of Meteorology forecaster Mohammed Nabi.