Premier Steven Marshall says the situation in NSW is deteriorating and immediate action has been taken to keep South Australians safe.

The ban will not apply to essential workers, returning South Australians and other people granted exemptions.

There will also a 100-kilometre buffer zone along the border to allow people living in close communities, including Broken Hill, to still travel into SA.

"It's unfortunate that this has to be done. We do recognise this causes a significant impact on people," Police Commissioner Grant Stevens said.

"Clearly, the advice from SA Health has created an elevated level of concern."

Mr Stevens said people already in transit to SA, by air or road, would be managed at the airport and on the border and either granted exemptions or turned around, depending on their individual circumstances.

People allowed to stay may be still required to quarantine for 14 days.

The border closure follows more reported virus cases in Sydney on Wednesday, taking the current outbreak to 31.

Deputy Public Health Officer Emily Kirkpatrick said local officials were concerned about the rate of spread in Sydney of the Delta variant of the coronavirus and the growing number of exposure sites.

"We did act very decisively, very proactively in implementing these restrictions and we will continue to look through over the coming days whether it is necessary to keep those restrictions in place," she said.

"This will be influenced by case numbers, exposure locations and also the date we receive about testing in regional locations.

"This risk is a current risk, it's a real risk that we're seeing in NSW."

However, the border closure is not expected to impact on Saturday's AFL game at Adelaide Oval between the Sydney Swans and Port Adelaide, with the Sydney players given an exemption to enter the state.

Restrictions will be imposed on the Swans similar to those on the Collingwood and Geelong teams in recent weeks.

They included having the players fly in and out on the same day on a charter plane, restricting the size of the group who must all return a negative test before arriving and also requiring a declaration that they have not visited any coronavirus exposure sites.

Dr Kirkpatrick said the exemption was also given on the basis that the Swans' players had already travelled to Melbourne.

SA reported no new local virus cases on Wednesday.

Australian Associated Press