The Bureau of Meteorology issued a warning about the thunderstorm, which could bring with it heavy rain and flash flooding, late this afternoon in regions including the south coast, Snowy Mountains, central and southern tablelands, ACT, Bateman's Bay, Goulburn, Cooma and Yass.

The storm has already passed through the Illawarra and mid-north coast districts.

State emergency services have advised people against driving or riding through creeks and flood water, to stay indoors if possible during the storm and keep children and pets indoors.