Up to 15 cm of snow has fallen in parts of southern NSW in what the Bureau of Meteorology says is a once in 20 year event.

The bureau said the heaviest snowfalls were in areas east of Canberra, including the NSW towns of Bungendore and Captains Flat.

Braidwood, southeast of the ACT, received a 22mm fall between 5am and 9am on Thursday.

A BoM spokesman said the extremely rare event resulted from a low pressure system off NSW's mid north coast.

He said it had triggered a combination of high precipitation and low temperatures in areas south of Sydney and the state's central tablelands.

As the system deepened and moved south, it was expected to bring severe weather to the eastern seaboard, including Sydney, within the next 48 hours, the spokesman said.

Very heavy rain was expected and gale warnings were issued for coastal waters.

The cold and rainy conditions in Sydney were expected to continue until at least early next week.

Wednesday's minimum temperature of 6.5 degrees celsius in Sydney was the city's coldest recorded minimum so far this year.

The BoM said the current persistent weather pattern was unusual.

"I can't recall the last time we had one event after another after another," the spokesman said.