Former Aston Villa, Manchester United and Chelsea goalkeeper Mark Bosnich has recorded his first win with NSW Premier League side Sydney Olympic.

Olympic defeated Penrith Nepean United 3-2 thanks to an injury time winner from Tolgay Ozbey and the result prompted Bosnich to praise the club for giving him an opportunity.

"I think that was probably my best performance. Maybe their second goal I could have come out and got but it was a little bit in between and to be honest I did lose it in the lights," he told the club's official website.

"It was a team effort to come back and win like we did.

"My time here so far has been absolutely fantastic, I couldn't complain," he added.

"Everyone at Olympic from top to bottom has been fantastic towards me. I really appreciate it and I'll never forget it. I'm very proud to be here and for the opportunity and hopefully we can make the top five and go on and win it."