This is a type of a sea breeze in Australia around the coast of Sydney.
During a hot day the land warms up, but the ocean warms up much slower. This causes a difference in temperature, thus creating a low pressure system above the sea and a high pressure system above land. Just above the surface these pressures are vice versa. This way the wind moves from the high pressure system just above sea towards the low pressure system just above the land.
It can be realy uncomfortable near the sea, but further inland the cool air is welcome on hot days.

The phenomenon that wind during a day the land warms up, while the sea stays cold. At land the air rises, while the hot air is replaced by cold sea-air. See also: Sea Breezes