Within the Met Office yellow warning area, 15-20mm of rain could fall in just an hour, with 30-40mm possible over several hours.
Flash flooding is possible, especially in areas where the ground remains very hard after the prolonged hot, dry spell.
Lightning and hail will bring additional hazards and there is a chance of power cuts.
Showers are expected to ease from the north during the morning, migrating southwards into other parts of Wales as well as central and southern England where a few downpours could still be heavy and thundery.
As ever with showers, some places will see more rain than others.
Scotland and Northern Ireland will also have showers but they should be less intense, with a lower chance of thunder.