Police have charged a man with filming up the skirts of women in Sydney after he was allegedly caught taking photographs of a woman at a train station.

The 46-year-old allegedly took photographs up a woman's skirt as she was walking down stairs at Central Station at 1pm on Monday.

The 30-year-old woman was stopped by another passenger who told her what had happened.

She then allegedly approached the man, demanded to see his mobile phone and watched while he deleted the images.

Police arrested him and seized his phone, on which they found images and videos of more women.

The man was charged with two counts of filming a person's private parts.

He was granted conditional bail and will face Sydney's Downing Centre Local Court on October 15.