The National Weather Service said several people have been injured or are trapped in their homes.
Tornadoes killed at least three people in south-west Missouri and slammed into the state capital just before midnight on Wednesday, with rescue workers in Jefferson City searching into the morning for the injured, officials said.
The St Louis office of the National Weather Service (NWS) confirmed that reported twisters hit near Joplin, Missouri, late Wednesday, and local media including the Joplin Globe reported at least three dead.
No other information about the deaths was immediately available from officials early Thursday.
The NWS reported that a "massive" twister also hit the southeastern part of Jefferson City, damaging buildings, toppling trees and power lines and tossing around parked cars.
The service reported that a "confirmed large and destructive tornado" was seen over Jefferson City at 11:43 pm on Wednesday, moving northeast at 64 kilometres per hour (40 mph).
The capital city is located 209 km (130 miles) west of St Louis.
you know you live in missouri when the lady down the street films a video of the tornado while speaking calmly instead of taking cover pic.twitter.com/lxgQaEUVdd— Liz Foose (@LizFoose) May 23, 2019
"We have identified several people that are injured as a result of this. We are receiving multiple calls for people being trapped in their homes," Jefferson City Police Lt David Williams said.
Severe Thunderstorm Warning continues for Saint Louis MO, Chesterfield MO, Wildwood MO until 3:45 AM CDT pic.twitter.com/SYlUGiRxqL— NWS St. Louis (@NWSStLouis) May 23, 2019
Williams spoke from the Cole County Sheriff's office, where debris such as insulation, roofing shingles and metal pieces lay on the ground outside the front doors.
Power outages are being reported in parts of the city.
"More dangerous severe weather – tornadoes and flash flooding – expected overnight," according to a tweet from Missouri Public Safety.
The National Weather Service said it had received 22 reports of tornadoes by late Wednesday evening, although some of those could be duplicate reporting of the same twister.