Satellite images have shown the dust streaming from NSW in a vast band through the state down to the South Coast.
It's already covered Canberra and the dust then headed for Sydney as the cold front marches north.
Sky News Weather channel meteorologist Rob Sharpe told news.com.au the dust was coming from a number of storms.
"There are dust storms across NSW and it's spread across a very wide area, all the way from the border region of Queensland and South Australia near Tibooburra and all the way down into the ACT and even to the South Coast at Ulladulla.
"A strong cold front surging through the southeast is picking up dust and that could easily get into Sydney, most likely overnight."
Additional reporting from News.com.au