A severe weather warning has been issued for parts of Melbourne with strong winds and thunderstorms expected to lash the state as a powerful cold front moves in.

Melburnians are being told to brace for the windiest weekend of the year so far.

Victoria's south-west will be hit by a cold and windy blast about midnight on Friday, before the system crosses the remainder of the state overnight.

Victoria will be hit with wild weather this weekend. Credit:Angela Wylie

Thunderstorms and damaging winds reaching speeds of up to 80km/hr are expected to lash Melbourne in the early hours of Saturday morning, while fierce weather will cause havoc in the Alpine region with gusts of up to 130km/h forecast for much of the weekend.