The warning which covers the whole of England and Wales, could see gusts reach speeds of 50-55mph inland, and speeds could hit a battering 60-70mph along the coast.
Met Office experts are warning of short term power loss and delays to road, rail, air and ferry transport.
The warning posted to the Met Office website said: "Strong and gusty winds are likely to develop on Wednesday evening and continue into Thursday across England and Wales. Gusts of 50-55 mph are possible inland, especially close to showers.
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"Gusts may reach 60-70 mph on coasts and hills, especially in the west, before gradually easing on Thursday afternoon."
This is the forecast for the rest of the week.
Monday March 8, 2021
Monday is set to be cloudy with some heavy rain. Temperatures reaching 8C across the county.
Tuesday March 9, 2021
It should feel a little warmer and dryer as temperatures climb to an average of 10C across the county.
Wednesday March 10, 2021
Aside from the weather warning which is place from 3pm, Wednesday looks set to be hit with more heavy rain. Temperatures will reach 10C.
Thursday March 11, 2021
The sun is set to make a return from Thursday, however, heavy wind and rain is expected throughout. It will be a little cooler with temperatures reaching 8C.
Friday March 12, 2021
Light rain and cloud are forecast for Friday, with falling again to 7C despite a sunnier day.
Saturday March 13 and Sunday March 14
Saturday and Sunday will see sunny spells and light showers, with temperatures remaining cool at around 6C.