The warning, which covers Edinburgh, East Lothian and Midlothian, will be in place from 9pm tonight until 10am on Friday.
The Met Office said: “Snow and hail showers could lead to icy surfaces, with possible travel disruption”.
The weather service has also warned that icy patches on untreated roads, pavements, and cycle paths could lead to potential injuries.
Edinburgh is set for hail showers across this afternoon and this evening, according to BBC Weather’s daily forecast.
The Capital is currently experiencing a cold snap. Some areas in Edinburgh even saw light flurries of snow on Wednesday.
However, the Met Office forecast predicts that wintry showers will quickly die out on Friday morning,
Temperatures are expected to return to normal over the weekend, and Edinburgh may even experience some sunny spells on Saturday.