Winds of up to 80 mph (129 km/hr) could batter parts of Wales on Wednesday, according to the Met Office.
It could cause "danger to life from flying debris" as well as damage to buildings and travel disruption.
The warning covers Anglesey, Carmarthenshire, Ceredigion, Conwy, Denbighshire, Flintshire, Gwynedd, Pembrokeshire, Powys and Wrexham.
"Heavy rain may prove an additional hazard across north western areas," the forecaster has said.
The Met Office said the "most likely scenario" was for wind gusts of up to 65mph (104 km/h) within the warning area.