Inspector Steve Worthington said the vehicle had been inspected, however police were yet to identify any suspects.

"Obviously we're calling for anyone to contact us or Crimestoppers," he said. "We take these matters very seriously - it's the safety of the drivers and passengers."

The incident happened about 9.30pm when a silver Commodore wagon was heading north on the Primbee deviation.

The 39-year-old driver heard a loud bang as he passed the intersection of Lakeview Parade, but continued driving until he reached a car park on King Street, Warrawong.

He then drove back and allegedly saw four boys, described as being about 14 years old and wearing dark clothing, who ran from the area.

Insp Worthington said the side window of the car had been shattered, however the driver escaped uninjured.

He said rock throwing incidents happened "from time to time" in Lake Illawarra and other police commands.

Depending on the circumstances behind the incident, someone found guilty of throwing a rock at a moving vehicle could face a variety of charges, including malicious damage.

Anyone with information relating to the incident should contact Crime Stoppers on 1800 333 000.