It's in force between 5pm and midnight on Monday.
Exeter's Met Office has just issued the warning.
After a foggy start to the morning, it cleared to leave blue skies and sunshine, but the fog will return later.
The warning comes into force at 5pm (Monday 30th December) and stays in place until midnight.
It says to expect:
- Slower journey times with delays to bus and train services possible
- There is a chance of delays or cancellations to flights
Latest updates from the Met Office here.