Although relief is expected today from the southerly change, temperatures will soar into the 30s again on Sunday and continue to sear the state for the following few days.
Yesterday's heatwave follows a record-breaking September and is a likely trigger for another rewriting of the record books this month, hardening fears that much of Australia is once more heading into a horror summer.
The Bureau of Meteorology puts the chances of temperatures exceeding long-term maximums between now and the New Year at more than 60 per cent, rising to 70 per cent in Tasmania.
Yesterday's conditions had already been felt through South Australia and Victoria before the southerly change began moving up the continent's southeast.
Queensland has also sweltered through extreme heat this week, with temperatures reaching 38C at Logan south of Brisbane, and 42C at Julia Creek, in the state's northwest.
As NSW endured yesterday's heat, a new study by the University of Hawaii gave further weight to predictions that these extremes are becoming the norm for Australia.
Even monthly lows will be hotter than present maximums, it said.
The study, published in the journal Nature, said without action to mitigate climate change, new extreme records would hit Sydney by 2038, Perth by 2042, Melbourne between 2038 and 2045.
It said the extremes could be delayed for two decades by action to slow the rate of climate change.
The risks soared yesterday as parts of Sydney hit 37C by mid-afternoon and continued rising as the searing winds gathered strength. The city was expected to reach a record October peak of 39C about 4pm (6pm NZ time).
Total fire bans were declared in 15 fire districts on the state's ranges and coastline.
NSW was prepared for the worst, mobilising rural volunteers, fire and rescue crews and national parks units, calling up reserves and pressing aircraft and hundreds of vehicles into service.
Firefighters have already fought 2500 fires this bushfire season - declared early because of the conditions - including about 1000 last month.
National and state parks were closed, with authorities warning people to be on the alert for arsonists who light about half the 54,000 bushfires that burn across Australia every year.
"These are dangerous conditions, and it's critical that you understand the risk and make your final preparations now. Do not leave it until the last minute," Rural Fire Services Commissioner Shane Fitzsimmons said.
"Under these conditions, any fire that starts and takes hold will spread quickly and may threaten homes and lives without warning."
Australia's furnace
More records broken
• Temperatures in New South Wales yesterday broke October records, reaching into the 40s in some parts.
• With September already a record hot month and October likely to follow, fears grow of a horror summer.
• The state was seared by hot northerly winds gusting to more than 100km/h.
• Tens of thousands of firefighters were on alert as extreme fire danger was declared along much of the coast, with severe danger across vast inland tracts.
• More than 40 bushfires were burning yesterday, adding to 2500 so far this season.