Sydney's newest rail line - the South West Rail Link - has been officially opened by NSW Premier Mike Baird and Minister for Transport Gladys Berejiklian.

The new rail service runs for 11.4km from Leppington and to Glenfield via Edmondson Park and its completion comes four years after the first track was laid in 2011.

Mr Baird says it is open more than one year ahead of schedule and $300 million under budget.

“The communities of south western Sydney have waited far too long for a modern, reliable train line, and today this government has delivered,” he said.

Hundreds of excited passengers gathered to be some of the first to catch one of the first new trains.

Ms Berejiklian says the rail line has been built with the future in mind, and planning work has already begun on extending it to Badgerys Creek Airport.

She says the air conditioned trains will run every 30 minutes from 5am to midnight.

“(It) will take less than 16 minutes to travel to Glenfield or Liverpool where customers can connect with the CBD, Parramatta and the airport,” Ms Berejiklian said.