The warning is in place from 10pm tonight (Tuesday) until noon tomorrow (Wednesday.)
It covers the city centre and areas south of Peterborough - although not areas to the north of the city.
The warning says: “Dense fog patches likely to cause some travel disruption overnight and during Wednesday morning.
“What to expect:
“Slower journey times with delays to bus and train services possible.
“There is a chance of delays or cancellations to flights.”
For more information, visit https://www.metoffice.gov.uk/weather/warnings-and-advice/uk-warnings