Sydney's mild autumn spell has given way to a blast of frost and sub-zero temperatures overnight, with the city recording its coldest May night in nearly two decades, meteorologists say.

The temperature dipped to a low of 7.1 degrees in the city just after 6.20am on Tuesday, but the cold westerly wind packed an extra punch.

For those who were already out and about at that time, it felt like a frigid 2.5 degrees in the city, according to the Bureau of Meteorology.

Those waking up in Sydney's west and south would have been advised to pile on a few more layers.

Camden in Sydney's south-west hit a low of -0.9 degrees just before 7am on Tuesday. That was well below the average May minimum of seven degrees for the town.

Again, the wind chill there made it feel even colder - more like -3.7 degrees at that time, according to the BOM.

At Richmond, the mercury dipped to a low of of -0.4 degrees early on Tuesday, while Badgerys Creek dropped to -0.1 and Penrith to 2.4 degrees.

It was even colder at Bathurst, in the NSW Central Tablelands, which hit -5.4 degrees just before 7am on Tuesday. It was colder in Bathurst than at Thredbo Top Station in the Snowy Mountains, which recorded a low of -4.9 degrees overnight.

Weatherzone senior meteorologist Jacob Cronje said Tuesday marked the coldest May morning, and the coldest autumn morning, at Sydney's Observatory Hill in 18 years.

He said the conditions felt much colder when there was "wind, usually, or rainfall, which will help to keep the 'feels like' temperature a bit lower".

"There are weak westerly winds at the moment. They're not particularly strong, but there is a southerly component to them, which is adding a bit of a wind-chill factor," he said.

Snow started falling on Sunday morning across the NSW and Victorian alps, with some stations collecting 20 centimetres of fresh snow, and a further dump is expected to start on Tuesday, according to Weatherzone.

The alps should pick up another 5-10 centimetres during Tuesday and Wednesday morning.

A large and dominant high pressure system will stabilise conditions across the alps from Thursday, Weatherzone said.

Sunny conditions and a top of 18 degrees is expected across Sydney on Tuesday, ahead of a milder night of 10 degrees on Tuesday night.

A top of 18 degrees with a shower or two is expected on Wednesday, before the official first day of winter on Thursday, when a top of 18 degrees is expected.