The Met Office issued the warning at 2am and it is set to last until 11am.
A spokesman said to expect slower journey times with delays to bus and train services being possible.
The warning covers the Black Country and Staffordshire and parts of Shropshire including Telford and Ludlow.
The fog is expected to lift around 11am with the rest of the afternoon and tomorrow set to be cloudy.
For more visit metoffice.gov.uk.