The Environment Agency said "strong wings are expected to cause large waves" this afternoon, which is expected to cause flooding.
A flood warning, where flooding is "expected", has been issued for Sandside and Foreshore Road with the worst weather and spray anticipated between 12.30pm and 3pm this afternoon.
Residents are advised to stay away from coastal paths and promenades as large waves and spray can be dangerous, the Environment Agency said.
A flood alert, where flooding is only "possible", has also been issued by the Environment Agency stretching from Whitby along the North Sea coast to Filey.
The Environment Agency said: "Unsettled weather will continue throughout the week, with high tides forecast later in the week, which may require further alerts and warnings to be issued."