The gale force winds could lead to damage and cause disruption to transport networks, the warning states.
"A yellow wind warning is in place on Wednesday until 3am on Thursday".
The warning alerts people to the chance of 70mph winds in exposed areas while gusts of 60mph are more widely expected.
Western parts of Britain, including Northern Ireland, south-west England, Scotland and Wales, are expected to bear the brunt of Diana's force on Wednesday.
However, in their latest TV forecast, it is suggested that Status Orange warnings are likely as the week progresses with Storm Diana, already named by Portuguese officials, likely to make landfall late on Wednesday.
Hartlepool has been warned to batten down the hatches to prepare for the arrival of Storm Diana.
Heavy rain and strong gusting winds are due to hit Sussex this week as Storm Diana sweeps in from the Atlantic.
The Met Office issued yellow weather warnings for western part of the United Kingdom this morning, with delays expected to public transport and routes carrying large vehicles from gales of up to 70mph. "Even away from these areas, we're expecting a very windy start of the day".
Roads and bridges could also be closed as a precaution.
"Friday will see further showers with strong southwesterly winds gradually easing to a moderate southerly and the further outlook to the weekend indicates continued unsettled conditions with rain at times".
Storm Diana is now expected to reach Warrington at 3am on Thursday.