A so-called red warning has been issued for the islands of Gran Canaria, La Palma and El Hierro, writes Reuters.
The warning has been issued from 12 o'clock in the day until midnight, local time.
Canceled flights are also found on the islands of Tenerife and Lanzarote.
The storm is expected to continue into Monday.
For security reasons, several schools are then closed, writes the news agency.
Limited impact on Swedish tourists
The Canary Islands are a popular destination for Swedes, but according to the major travel companies, the impact on Swedish guests seems to be small.
Apollo, Tui and Ving all state that they have no flights either to or from the Canary Islands on Sunday.
- None of our guests will be affected as it looks now, but then we'll see how long it lasts, says Sandra Miller Kinge, communications manager at Apollo.
Tui, which currently has 320 travelers in the Canary Islands, says it has no scheduled departures until Wednesday.
- We have sent out text messages to our guests where we urge them to follow the directives given by local authorities and staff on site, says Tui's press spokesperson Isabella Gharehdaghi.