The warning is active from 11am to 6pm on Wednesday, affecting major cities including Durham, Newcastle, and Edinburgh.
Heavy showers could bring 15 to 20mm of rain in an hour, potentially causing localised flooding, impacting driving conditions, and leading to possible train delays.
This weather warning follows the UK's hottest day of the year on Tuesday, when temperatures reached 34.7C in central London.
Cooler weather is forecast for the remainder of the week, with a split in weather patterns expected across the UK on Thursday and Friday.