Two colleagues also suffered burns in the incident on Monday evening near Jingellic, east of Albury.

"It's believed that the truck rolled when hit by extreme winds associated with the fire," the NSW Rural Fire Service said on Monday evening.

The firefighters were working on the Green Valley fire at the time which has burned more than 2000 hectares and was imminently threatening isolated properties on both sides of the border on Monday evening.

The two injured firefighters were being taken to hospital, the RFS said.

A second vehicle working in the same area was also blown over and the firefighter on board has been taken to hospital.

The RFS said its thoughts were with all the firefighter's families, friends and fellow brigade members.

The incident takes to three the number of firefighters killed while battling blazes in NSW this season.

Geoffrey Keaton, 32, and Andrew O'Dwyer, 36, died on December 19 when a tree fell into the path of their tanker, causing it to roll, as they were travelling in a convoy near Buxton, southwest of Sydney.

The Green Valley fire - burning east of the Woomargama National Park - crossed the Murray River on Monday.

Evacuation alerts have been issued for the Victorian town of Walwa, Mount Alfred and Cudgewa.

Relief centres have been established in Tallangatta and Corryong.

The fire is expected to spread quickly on Tuesday under strong winds and expected high temperatures.

Australian Associated Press