Sydney's sweltering weather is expected to continue with 30 degrees forecast on Thursday and 31 degrees on Friday before rising even further over the weekend.

Western Sydney can expect an extended period of above 40 degrees.

Swimmers cooling off at Bronte Beach despite the beach being closed early on Wednesday. Credit:Dominic Lorrimer

"It is going to be nice beach days in Sydney until possibly a late shower on New Year’s Eve," Weatherzone meteorologist Craig McIntosh said.

On Wednesday, much of Sydney reached its peak temperature about 3pm with Olympic Park recording 32 degrees, Camden 34 and Penrith 36.