A 17-year-old western Sydney man, who was believed to be a passenger, died at the scene, police said.

The 19-year-old male driver, who was from Dean Park and the holder of a P-2 licence, and a 15 year-old girl from Bidwell travelling in the rear of the car have since died.

Police say their black XR6 turbo Ford Falcon left the Great Western Highway near Colyton at about 3.15am (AEDT) and crashed into a power pole.

A third passenger, a 17-year-old girl, has undergone surgery at Nepean Hospital for serious leg injuries, while a fourth passenger, a 16-year-old Oakhurst girl, is having surgery to repair an injury to her right knee.

All eastbound lanes of the highway were closed for a number of hours to allow police to carry out inquiries at the scene.

St Marys Local Area Commander Superintendent Ray Filewood said police were investigating all factors likely to have played a part in this tragedy.

"Today's events are a poignant reminder to all drivers to adjust the way they are driving to the prevailing weather conditions," Superintendent Filewood said.

"Personal responsibility is just as important as sticking to the road rules."

Crash investigators are appealing for anyone who might have seen the black Ford sedan on the highway prior to the crash to contact Crime Stoppers on 1800 333 000.