The warning is in place between 8pm on Tuesday and 10am on Wednesday.
A spokesman for the Met Office has warned that the strong winds could result in disruption on public transport and said there is a small chance of power cuts and damage to buildings.
They said: "Strong winds with gusts of 55-60mph, perhaps reaching 70mph in some places, are possible on Tuesday night into Wednesday morning.
"Road, rail and air services may be affected with longer journey times and cancellations possible.
"Some restriction to roads and bridges are also possible. There is a small chance of power cuts, and some damage to buildings, such as tiles blowing off roofs."
The Met Office's Chief Forecaster has also warned that the strong winds could come with heavy winds.
They said: "Heavy rain may be an additional hazard resulting in difficult driving conditions.
"The strongest winds are expected to arrive in the west of the region on Tuesday evening and move eastwards overnight.
"There is some uncertainty in peak wind strengths and how quickly winds will ease on Wednesday morning."