Extreme wind gusts cause major socioeconomic damage, and the rarity and localised nature of those events make their analysis challenging by either modelling or empirical approaches. Data from 29 automatic weather stations located in New South Wales (eastern Australia), with a maximum data range of 1998-2021, are used to study the distribution, frequency and average recurrence intervals (ARIs) of extreme gusts via a peaks-over-threshold approach. We distinguish between gust events generated by synoptic phenomena (e.g., cyclones and frontal systems), hereafter called ”synoptic events” and convective phenomena (i.e., thunderstorms), hereafter called ”convective events”, using the wind time series. For synoptic events the results show a gradient in the frequencies of gusts > 25 m/s that decreases when going inland from the coast, in contrast to the case for convective events which are more uniformly distributed geographically and have higher occurrence frequencies for extremes across nearly all inland locations. The ARI analysis shows that at inland locations extreme wind gusts are dominated by convective events, whereas coastal stations have similar frequencies of both types at low ARIs but again a dominance of convective events at the highest ARIs. Wind direction was also investigated and extreme gusts were found to be predominantly westerly at inland locations, with more variable direction for convective than synoptic events, and southerlies at coastal stations. This study confirms the dominant role of thunderstorms in producing the most extreme gusts in the region, and shows that wind risk varies strongly with distance from the coast.