One man was killed, multiple buildings destroyed and tens of thousands of homes were without power on Thursday evening after a violent thunderstorm tore through Sydney, leaving a path of destruction following a day of extreme heat.

The severe storm began just before 2pm, carrying destructive winds, with four major storm cells tracking across the city's west and southwest before passing through the eastern suburbs and out to sea.

Extensive damage was reported at Penrith and at Emu Plains, where a male passenger was killed after a tree fell on to a car being driven along Nepean Street.

The 60-year-old female driver had to be cut free from the wreckage before being airlifted to Westmead Hospital, where she was in a stable condition on Thursday night.

Paramedics also had to treat a number of people who became trapped in a shopping centre car park on the Great Western Highway.

Eight people were evacuated because of a wall collapse and roof damage at four factories also in Emu Plains while at Mount Druitt several cars were squashed by falling trees and others moved around by flash flooding.

There was a lucky escape for kids attending a camp at the Cables Wake Park in Penrith. Manager Courtney Angus said she was training a wake boarding student when the storm "came out of nowhere" and ripped part of the roof off the main building.

"It came across like a wall," she said. "Half the roof tore back and flew 60 or 70 metres. It was crazy, like a movie."

Ms Angus said 12 children were attending a wake boarding camp at the park and a number of them were playing in the floating Aqua Park when the storm hit.

"There were kids that too were scared to swim in, so people were having to swim out and rescue them. We were so lucky no one got seriously hurt."

Destructive winds reaching speeds of 96km/h were recorded at Camden Airport just after 2pm, while an hour later, Sydney Airport recorded gusts of 122km/h.

The storm left Sydneysiders with long delays across the metro train network. Services were cut between Hurstville and Sutherland in the south, as well as Schofield and Quakers Hill in the north-west, by fallen trees.

Major roads, including the Princes Highway at Rockdale and the Horsley Drive at Wetherill Park, were forced to close because of fallen wires.

Power had also been cut to 40,000 homes in Sydney and the Central Coast, with some services not expected to be restored until at least Friday.

The storm brought extreme drops in temperature. The mercury had earlier peaked at 39.2 degrees in the city and 40.7 in the west.

When the change came, it was swift. In Bankstown, the temperature fell from 33 degrees to 22 in five minutes at about 3pm. 

#Bankstown: 98km/hr wind gust at 3pm, temperature has dropped from 33C to 22C in 5mins. https://t.co/C5NRXbJMb7— BOM New South Wales (@BOM_NSW) January 14, 2016

Weatherzone forecaster Tristan Meyers said one of the reasons the urban heat island of western Sydney "sizzled on days like today" was that the city's sea breeze lacked strength.

"The sea breeze that forms along the coast often doesn't have enough strength to reach that far inland, so if you think of it as a fight between two winds: a land breeze and a sea breeze, the sea breeze isn't strong enough to overcome the land breeze in the western suburbs."

- Sarah Muller