Sydney students affected by lightning

An entire class of high school students have been treated by paramedics after lightning struck their sport oval in Sydney's southwest.

The Year 7 students from Clancy Catholic College were in a PE lesson on the oval on Tuesday morning when they heard a rumble of thunder and experienced waves of static electricity.

"Nobody actually saw lightning but a number of children felt a tingling sensation through their hands and feet," Catholic Education Board spokesman Mark Rix told AAP on Tuesday.

The class of about 30 students were ushered off the field and ambulances arrived shortly after to treat them for shock, dizziness and anxiety.

Two 13-year-old girls were taken to hospital for "purely precautionary reasons", Mr Rix said.

He praised the school's handling of the bizarre incident.

"The school managed it really well. Parents of each of the students were called and everything's settled down," he said.

"The kids are now at lunchtime, on the oval, having a great time."

Since the incident the Bureau of Meteorology has issued a severe thunderstorm warning including large hailstones and damaging winds for Sydney's west.