Snow has begun falling in the Blue Mountains as a cold front heads over NSW, intent on breaking Sydney's run of above-average temperatures.

Police closed the Great Western Highway between Lithgow and Bathurst about 9pm as the snow became heavy but reopened it about 25 minutes later.

Snow falling in Shooters Hill on Friday night. Credit:Nick Moir

They are continuing to monitor the weather and the roads through the mountains and central tablelands may close again.

Snow has also been falling heavily around Mount Victoria and Medlow Bath but the roads are still open.