Information Commissioner Elizabeth Denham is seeking access to records and data in the hands of the company amid claims that Facebook data may have been illegally acquired and used for political campaigns.
Both Cambridge Analytica and Facebook deny any wrongdoing.
At 8pm tonight, less than an hour after the warrant was granted by Judge Leonard QC, a group of 18 people, some wearing ICO enforcement jackets, were led by a woman holding a piece of paper which appeared to be a warrant.
They went up a side set of stairs at the building in New Oxford Street, London, and were seen on the second floor - where Cambridge Analytica has its offices.
Earlier, the Information Commission Office Twitter account posted: “ICO granted warrant: We’re pleased with the decision of the judge and we plan to execute the warrant shortly.
“This is just one part of a larger investigation into the use of personal data for political purposes and we will now need time to collect and consider the evidence.”
The data watchdog’s investigation includes the acquisition and use of Facebook data by Cambridge Analytica, its parent company SCL and academic Dr Aleksandr Kogan, who developed the app used to gather data.
It stems from claims over the harvesting of personal data - and whether it was used during Donald Trump’s US presidential campaign or the Brexit referendum.
Cambridge Analytica’s chief executive Alexander Nix has been suspended while Facebook founder Mark Zuckerberg has been called on to give evidence to MPs.
Ms Denham had announced her intentions to gain a warrant to enter the offices on Monday, however it was granted just after 7pm on Friday.
Judge Leonard said he would give the reasons for his decision on Tuesday.
Soon after the ruling, the lights on the second floor offices of Cambridge Analytica were switched on before the group arrived an hour later.
The officers were seen on the first and second floors taking photographs of a whiteboard and of computers, while a man took notes on clipboard.
The Information Commission is responsible for regulating compliance with the Data Protection Act and Freedom of Information Act. Ms Denham said she wanted to access the firms servers in order to investigate the use of personal data in political campaigns.
Speaking to Channel 4 news, she said: “We need to get in there. We need to take a look at the databases, we need to look at the servers and understand how data was processed or deleted by Cambridge Analytica.”
Earlier this week Culture Secretary Matt Hancock said the revelations about Facebook and CA marked a “turning point” in people’s attitudes to their online data.
The Digital, Culture, Media and Sport Secretary said new measures coming into force in May could leave Facebook facing a fine of more than £1bn if it breached data laws and promised the Information Commissioner would also be given beefed-up powers.
Facebook’s boss Mark Zuckerberg said it was a mistake to rely on CA to delete tens of millions of Facebook users’ data, as he apologised for the “major breach of trust”. He set out a series of measures to toughen up the site’s policies and said he was now open to Facebook being regulated.