A man has been killed by a flying gas bottle during a severe thunderstorm that pummelled Sydney with damaging winds, flash flooding and hailstones.

NSW Police have said the 37-year-old man had been walking along Harrington Street in the Rocks, in the city's CBD, around midnight when the gas bottle was picked up in strong winds and struck the man, causing him severe injuries.

The man was taken into a nearby hotel by witnesses, before police were called to the scene and performed CPR.

He was ultimately rushed to St Vincent's Hospital but died there from his injuries. A crime scene has since been established on the street.

It comes as tens of thousands of Sydney homes and businesses are without electricity as the severe storm system continues to pass over the city.

The Bureau of Meteorology says the intense weather will remain active overnight with bigger storms and hail possible, particularly through the Southern Highlands and Illawarra region.

Damaging winds of about 90km/h pelted Nowra and are expected to move into Wollongong due to a trough.

The highest gusts have so far been recorded at North Head, where speeds reached as high as 111km/h.

The thunderstorms have also sparked widespread electrical outages across Sydney's north shore.

Power provider AusGrid has listed more than 72,000 properties were without electricity in a region extending from Mona Vale on the Northern Beaches, west to Berowra and down to Pymble and Ryde.

Endeavour Energy also electricity cuts were affecting 24,000 of its customers after power lines were brought down in northwest Sydney and the Hawkesbury region on Tuesday night, with 270 electrical hazards needing repairs.

Meanwhile, NSW SES spokesman Jason Simms told ABC radio that volunteers had been called to 600 jobs in the Sydney metropolitan area since 9pm on Tuesday, with most requests for assistance related to downed trees and branches.

As the thunderstorms are fast moving, rainfall totals have been quite low across the state, with 24 millimetres the highest recorded in Greenstead near the Hawkesbury River.

Orange recorded 12mm in 10 minutes, due to thunderstorm activity.

Heavy rainfall is expected throughout the Central Tablelands and parts of the Illawarra region as severe thunderstorms continue to develop through the night.

Severe thunderstorm warnings are in place for Illawarra, South Coast, Central Tablelands, Southern Tablelands, Snowy Mountains and parts of Metropolitan, Central West Slopes and Plains, South West Slopes, Riverina and Australian Capital Territory Forecast Districts.