Severe thunderstorms are predicted for Melbourne late on Wednesday as wild winds and heavy rain hit the city, having already caused blackouts in the eastern suburbs.

The Bureau of Meteorology issued a severe weather warning for thunderstorms, damaging wind and heavy rain just after 3.30pm.

A severe storm brought down a group of skydivers, who ended up in the water at a St Kilda beach.

Wild winds that reached 98km/hr about 3pm brought down up to 14 skydivers during the jump.