The warning is in force from 2pm on Saturday (January 14) until 3am on Sunday.
Forecasters warn that the wind and rain may cause disruption to travel due to flooding and spray on the roads. They also say there could be problems for high-sided vehicles on exposed routes and bridges.
Some short term loss of power and other services is also possible.
On Saturday, heavy showers are due to arrive in the afternoon on strengthening northwesterly winds. The maximum temperature will be 6 °C.
A colder spell of weather with some clear or sunny spells is forecast for Sunday and the start of next week but also some sleet or snow showers. The Met Office also says there will be a sharp frost.