The Met Office has issued the warning - which covers almost all of the UK - for between midnight on Friday (Nov 26) and 6pm on Saturday (Nov 27).
The Yorkshire forecast for the weekend says: "Conditions turning very unsettled Friday and Saturday with gales, rain or showers, these wintry at times especially on hills. Winds easing through Sunday, with showers continuing on coasts. Feeling cold."
The yellow weather warning means:
- Some delays to road, rail, air and ferry transport are likely
- There is a slight chance of some damage to buildings, such as tiles blown from roofs
- There is a small chance that some roads and bridges could close
- There is a slight chance that power cuts may occur, with the potential to affect other services, such as mobile phone coverage
It comes as temperatures are set to drop considerably following what has been a warm November so far.
The temperature in Leeds will drop to five degrees on Saturday and four degrees on Sunday, with similar temperatures expected in North and South Yorkshire.