Heavy rain, lighting and thunder is set to hit the area, starting from 1pm.
While the warning is only in place until 8pm on Wednesday, the Capital will see more rain showers this week.
On Thursday, it will stay dry but overcast in the morning, according to the Met Office forecast. However, as the day goes on, the city will see some sunny intervals.
There will also be moments of sun on Friday, but light showers are forecast for the evening.
Edinburgh will see rain showers for most of the day on Saturday, however, the occasional sunny interval is expected.
A mixture of sunshine and cloudy weather is forecast for Sunday.
Throughout the week, temperatures will remain mild to warm.