The thunderstorm started in Wiltshire, and moved across Oxfordshire, where a tornado was reported in several places including Bicester, Eynsham and Witney, and then moved to Buckinghamshire.
Richard Glazer drove through the tornado with his wife and son on the A34 near Kidlington, Oxfordshire.
"It was very wet, we were just driving on the A34 and looked up and realised one part of the sky was moving in one direction and another in the opposite direction," he said.
"I thought, 'that looks like a tornado!' We pretty much drove through it, we were right underneath it.
"As we drove into it the trees were blowing left to right and as we got through it they were blowing the other way."
The 40-year-old, from nearby Witney, Oxfordshire, added: "It wasn't particularly big but it was amazing to see the change in the environment. It was grey and a bit blurry and then to be hit by something like that. You suddenly realise the force of nature, it's incredible."
Forecasters said it was almost certainly a tornado. Heavy rain has been predicted for much of the country in the coming week, with the possibility of thunder and lightning.
Brendan Jones, a forecaster at MeteoGroup, said he believed the tornado was caused a by 'supercell', a type of storm more commonly seen in the US in which the air inside is spinning or rotating.
Mr Jones said: "It's going to remain unsettled, there will be rain and showers around and there is a definite chance of more thunderstorm activity.
"This particular thunderstorm developed over the northern part of Wiltshire, and then gradually over the next three hours that storm tracked through Oxfordshire and into part of Buckinghamshire before eventually dying out before it got to Cambridgeshire."
A Met Office spokesman said there was no evidence to suggest a supercell storm had taken place, and that the extreme weather was most likely caused by a cold front.
"It is difficult to identify anything of a supercell structure. You can get tornados forming in different weather systems and to us it looks like a very active cold front pushing through with areas of thunder clouds. Sometimes those will spin and cause a tunnel cloud, and in some cases that results in a tornado."