The capital was battered by gale-force winds and storms as the territory was covered in dust on Friday, with the strong winds set to continue into the weekend.
The air has since cleared, with no ongoing health risk, but average wind speeds of between 45 to 55km/h are expected throughout most of Saturday, before easing on Sunday.
Stephen Stefanac from the Bureau of Meteorology said the strong winds would be caused by a cold front moving over southern NSW and the ACT.
"Saturday will see strong westerly winds across the area," Mr Stefanac said.
"The cold front will move out to sea, but we'll still be getting the strong winds on Sunday."
The large wind wind speeds forecast for the weekend have forced the cancellation of the Moncrieff Diwali Festival, which had been scheduled for Saturday.
More than 2000 people attend last year's Hindu festival of light.
Suburban Land Agency chief executive John Dietz said the event had been cancelled for visitor safety.
"For the safety of all those involved, it was important to recognise and respond to the risk associated with the predicted extreme weather," Mr Dietz said.
Dusty conditions weren't expected on Saturday, the bureau said.
Mr Stefanac said wind gusts would die down on Sunday and going into next week.
"By Monday, we're expected to get light winds," he said.
"It will be a gradual easing over the next few days."
After a week of temperatures in the high 20s, the mercury is set to reach a high of 19 on Saturday, before climbing again to 21 on Sunday.
