"It is recommended that the owners of vessels take the necessary precautions so that they remain in safe ports", reads the information released by the regional maritime authority, which is based on information from the Portuguese Institute of the Sea and Atmosphere (IPMA).
These notices are in effect until 06:00 on Thursday.
The captaincy warns that wind speeds are to be between 51 and 62 kilometres/hour, in all directions are expected.
Waves are predicted to reach up to 3.5 metres on the northern coast and two metres in the south.
The IPMA placed the south coast of Madeira under a yellow weather warning until 18:00 on Thursday due to forecasts of “moderate to strong northeasterly wind, sometimes with gusts up to 70 km/hour in the extreme east and west” of the island.