Of those, 11 were in the community while infectious.

"The saddest message out of all of this is that people with the virus are passing it on to those they love most," Gladys Berejiklian said.

"Household contacts. Parents, children, grandparents.

"The rules are there for all of us to respect. I appreciate how difficult it is."

IN OTHER NEWS:

Ms Berejiklian urged people in Greater Sydney to stop visiting people outside their household.

"We need less movement to get the number of exposures down," she said.

"The strongest message is - do not visit people outside your household in indoor settings.

"If you have the mildest of symptoms, don't do out to a workplace. If you have symptoms, the only reason you should be leaving home is for a COVID test.

"We don't want to prolong the lockdown.

"It's up to all of us to step up, as difficult it is.

"I ask everybody under the stay-at-home orders to really respect the rules in place."

Just under 40,000 people in NSW were tested in the 24 hours to 8pm Wednesday.

NSW chief health officer Dr Kerry Chant said of the 38 new cases, 17 were in isolation while infectious, nine were in isolation for part of their infectious period, and 11 were infectious in the community.

Another was under investigation.

"When we find a case in a family, we find everyone within a household is infected," Dr Chant said.

"It is critical we get to those households as early as possible. If you have symptoms, get all of your household tested at the same time.

"We are now seeing cases popping up in other geographical areas. Every time we leave our home we need to consider that we may come into contact with someone who has COVID, it is so critical we minimise our movements."

Dr Chant said 40 COVID patients were currently hospitalised, 11 were in intensive care, and three are ventilated.