Large hailstones hit homes and cars as well as a sudden downpour of rain.
The ceiling at the entrance of Penrith HomeCo Centre has collapsed as a result of the storm. No one was injured.
The whole store was evacuated after the roof collapsed and the centre began to flood.
There are now major traffic delays on the Anzac Bridge after the heavy rainfall caused flash flooding.
Two of the three westbound lanes are currently closed.
Motorists are urged to take care when driving near the floodwaters.
The Bureau of Meteorology (BoM) said severe thunderstorms are no longer affecting Greater Sydney.
“The immediate threat of severe thunderstorms has passed, but the situation will continue to be monitored and further warnings will be issued if necessary,” the BoM said in a statement.
A severe weather warning is however in place for the state’s Mid North Coast, Hunter, Metropolitan, Central Tablelands, and Central West.
These storms are likely to bring heavy rainfall and flash flooding tonight.
“Locations which may be affected include Taree, Gosford, Scone, Mudgee, Wellington and Hill End,” the BoM said.
Weatherzone said more than 130,000 lightning strikes have flashed over NSW today as the trough moves across the state.
“A few systems, including near Penrith, Gosford and Karuah have brought large hail,” Joel Pippard, from Weatherzone, said.
“Furthermore, heavy rain of 24.8mm in 30 minutes at Chifley Dam and damaging winds like 83km/h at Gunnedah have been recorded.”
The storm will ease overnight but is expected to start again in the morning.