Flooding and lightning strikes have also been predicted.
Heavy rain is predicted to start falling in the early hours of Thursday, with torrential downpours arriving between 7am and 10am in Wakefield.
Temperatures are remaining quite high though, with 18C being predicted.
West Yorkshire Fire and Rescue Service said in a tweet this morning: "The @metoffice have issued a yellow weather warning for Thunderstorms. - In place from 6pm today, until midnight on Thursday. Please take extra care."