There has been some speculation that this weather is being driven by the severe weather in the Caribbean and U.S., but the Met Office says there is no such connection.
"Isolated gusts over 50 miles per hour are possible across the western coast of Wales as well as the southwestern coasts of England".
The warning which takes effect from 3pm on Tuesday was issued by the National forecaster at lunchtime this Monday.
Met Eireann said it will turn wet in most places this afternoon, with heavy, possibly thundery rain in many central and northern counties.
"Our weather will remain cool and while still unsettled, there will be a fair amount of dry weather as rainfall will be in the form of showers".
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The yellow warning will be active from 5pm on Tuesday until 8am on Wednesday.
"Road, rail and air services may be affected with longer journey times and cancellations possible".
The Met Office is also warning of heavy rain, which may cause localised flooding and widespread disruption on roads, railways and airports.
"There is also a chance of power cuts, and damage to trees and perhaps buildings".
Temperatures are also set to plummet today with highs of 17C dashing any hopes of an Indian Summer.
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"Normally winds of this strength would cause very few impacts".
The bad weather is due to arrive this afternoon and is set to last into tonight.
AccuWeather forecaster Courtney Spamer said further unsettled weather is forecast across the United Kingdom this week.
People are being warned to keep away from sea cliffs, piers and coastal areas.
"Wind gusts will possibly approach 40-50 miles per hour during this potential event as well".
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