Forecasters from weather information company Weatherzone said dry northwesterly winds were expected to drag in hot air from the West Australian interior and nudge temperatures to above 40 degrees in some parts by Thursday.

The extreme heat will affect all inland parts of NSW, while coastal areas will hit the mid-to-high 30s, forecaster Brett Dutschke said.

The extreme heat will hit Tasmania and Victoria as well, with parts of the interior expected to have its hottest day in two years.

South Australia is already feeling the heat, with tops of 41 degrees expected in Adelaide, along with dry and sunny conditions.

Mr Dutschke said the heat would move into Victoria and NSW tomorrow as the hot air was dragged east.

Melbourne should hit 37 degrees today and 39 degrees tomorrow, according to the Bureau of Meteorology.

Sydney city will reach 28 degrees today, while Liverpool will reach 31 degrees.

The heat will hit tomorrow, with tops of 38 degrees tipped for Sydney's west and 40 degrees expected on Thursday.

Hobart will not miss out, with 31 degrees expected today.

Mr Dutschke said a change would bring some cooler relief to Tasmania and coastal parts of South Australia tomorrow.

The change is expected to hit coastal Victoria on Thursday and reach coastal NSW on Friday, leaving the interior hot.

"Anywhere north of about Cobar and Coober Pedy will hardly notice the change and should reach 38 degrees or more each day for at least the next week," he said.

"Similar extreme heat will return to the south-east early next week as northerly winds redevelop."