A woman has died and more than 120,000 were left without power after high winds and heavy rain hit southern Australia, authorities said on Monday.

A 63-year-old woman was killed after a tree fell on a cabin at a holiday park on the state border between Victoria and New South Wales, emergency services said.

"It's a sad and tragic set of circumstances for the woman's family and my thoughts and sympathy go out to her and the emergency services who responded to that incident," Victoria Premier Jacinta Allan told a news conference.

Victoria's State Emergency Services received over 2,800 call-outs overnight, mostly for fallen trees and building damage, she added.

At least 121,000 remained without power on Monday, Allan said, down from as many as 180,000 in the early hours of the morning.

Weather warnings remain in place for much of the state's south east coast, as winds of almost 150 km per hour (93 mph) lashed the state overnight.

A Victoria state government advisory on Monday told people to avoid coastal areas because of dangerous waves, unstable land in cliff areas, and flooding in low-lying areas.

The southern island state of Tasmania has also been hit by wild weather, with thousands left without power on Sunday.

Extreme weather events are common for many Australians.

The storms across the south of the country follow days of unseasonably high winter temperatures of almost 30 degrees Celsius (86 degrees Fahrenheit) in New South Wales' capital Sydney.