The blue-ribbon seat in Sydney's east, held by Mr Sharma on margin of 1.3 per cent, is under threat from so-called "teal" independent Allegra Spender - a local business leader and renewable energy advocate.
Wentworth is one of a number of seats in NSW at risk of falling to teal independents, who are trying to snatch away disaffected Liberal voters at Saturday's election.
The prime minister steered clear of Wentworth during the election campaign, and instead Treasurer Josh Frydenberg appeared with Mr Sharma in the area.
Speaking outside a polling booth in the electorate, Mr Sharma defended Mr Morrison's decision to stay out of the seat, saying he had received lots of support from senior cabinet ministers.
"He's the prime minister. He's the leader of our party, he's got 151 potential electorates to campaign in ... he's got to go where he can have most impact," Mr Sharma told Sky News.
Ms Spender cast her ballot at Double Bay Public School on Saturday morning with supporters cheering her on.
"I can be an independent who stands for the values of this community," she told the ABC.
Across town, the two contenders vying to become prime minister cast their votes in their home electorates in Sydney.
Labor leader Anthony Albanese headed to Marrickville Town Hall, joking it was a secret when asked who he had voted for.
"I like this seat (Grayndler) and this electorate, they've been very good to me," Mr Albanese said.
"It's a great honour to represent them."
Mr Morrison headed to Lilli Pilli Public School in Sydney's south to cast his ballot in his seat of Cook.
"I love this community. This community has given me so many opportunities," he said.
"This community has informed my values significantly."
Meanwhile, in the Liberal seat of North Sydney, one of the "teal" independents, Kylea Tink, turned up to vote in her signature pink.
She hopes to usurp moderate Liberal incumbent Trent Zimmerman, who holds the seat with a 9.3 per cent margin.
"There are thousands of people across the North Sydney electorate standing with me in this movement," she told AAP on Saturday outside a polling station at Naremburn.
"People feel the two major parties are more focused on their own internal politicking.
"The community made it very clear they wanted to see faster action on climate, they want to see an integrity commission established, they want to see systemic inequality addressed and they want to see our economy re-geared so it becomes forward focused.
"We're ready to lead a new way of doing politics in this country."
In the northern Sydney seat of Mackellar, independent Sophie Scamps is hoping to remove Liberal Jason Falinski, campaigning largely on climate and an integrity commission.
"It's time to get the country moving forward again," she told ABC TV on Saturday.
"We need transparent, robust debate in Canberra and to sort out the corruption of our system."
Mr Falinski told Sky News there is "no doubt" his party is the election underdog.
In Sydney's inner west, in the seat of Reid, Labor's Sally Sitou was hoping to oust Liberal incumbent Fiona Martin.
Ms Sitou told the ABC it was clear voters wanted action on climate change while raising concerns about cost of living and housing affordability.
Further west in Fowler, high profile Labor candidate Kristina Keneally made a last ditch appeal to voters as she faces a strong campaign from independent and Fairfield Deputy Mayor Dai Le.
"Here in Fowler in particular with high unemployment rates, housing affordability problems, the cost of everything is increasing, and we can do better than that," she said outside a polling booth.
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