Large parts of Western Australia's south-west are being lashed by a fierce cold front, bringing strong winds and heavy rain.

A severe weather warning has been issued for areas south-west of a line from Jurien Bay to Israelite Bay.

The Bureau of Meteorology (BOM) is predicting damaging, locally destructive winds, abnormally high tides and damaging surf to hit the area from through until Wednesday morning.

The BOM said the front had reached areas including Bunbury and Mandurah earlier on Tuesday, and was moving through Perth this evening.

Thunderstorms could bring hail

The strongest wind gust recorded in the early evening was 126kph at Cape Naturalist, while the strongest gusts recorded in the Perth area include 113kph at Rottnest, 102kph at Mandurah and 96kph at Ocean Reef in Perth's north.

BOM spokesman Neil Bennett said hail was also possible as the front moved through.

"That [air] will be cold enough to allow some small hail to form, and we could see that in some of the thunderstorms tomorrow morning," he said.

Department of Fire and Emergency Services (DFES) assistant commissioner Brad Stringer said residents needed to take precautions if it was safe to do so.

But he stressed there was only a small window of opportunity in the Perth metropolitan area as the front was already hitting the South West region.

"With that, we'll have a rain event and we do expect some localised flooding.

"Hopefully with everyone being locked down with COVID-19 for the last several months, they have been cleaning up around their property."

Mr Bennett said the storm would impact Perth and the South West well into Wednesday and he advised against ocean swimming.

"Some of the waves offshore, the significant wave heights could be 7–8 metres offshore," he said.

"Even inshore we could see some decent wave action as well, that could lead to some significant beach erosion."

Thousands without power

There were more than 20,000 homes left without power across southern WA shortly after 7:00pm on Tuesday.

About 13,600 of those were in the metropolitan area, while 4,800 were in southern parts of the region and 1,700 in the north.

Western Power spokesman Paul Entwistle said that number would likely rise as the front passed through.

"We've got crews out there right now assessing all the hazards, we've got lots of reports of trees being blown over and branches being blown into the network," he said.

"We've got lots and lots of crews currently working to clear up this mess that's being created by this front as it goes through.

"We'll be putting customers on throughout the night, but as the storm comes through it will probably be unfortunately knocking more customers off."

People are being urged to close curtains and blinds and stay away from windows.