The heatwave that has seared south-eastern Australia for days will nudge the mercury in Sydney back towards the record April temperature set just days ago.

The city is expecting a top on Thursday of 33 degrees, not far short of Monday's record-breaking 35.4 degrees. Friday may not be far off the mark either, with 32 degrees tipped by the Bureau of Meteorology.

While Wednesday's final readings were still to be made, the bureau said NSW set records on Tuesday with its first 40-plus-degrees day reported in April.

Pooncarie hit 40.5 degrees and Menindee 40.1 degrees, edging an April record of 40 set at Collarenebri on April 1, 1922, said Blair Trewin, the bureau's senior climatologist.

Hay Airport's 39.4 degrees on Wednesday was not far off that mark.