The V7 Saxon Street has been closed between H9 Groveway and H10 Bletcham Way.
Thames Valley Police say the road has closed following an incident at Domino’s West Ashland.
They wrote on Twitter: "The redways around the area are also taped off for public safety!
"Please avoid the area and use alternative routes."
Posts on social media have suggested that the roof was pulled off the industrial building in the wind.
MKFM has contacted emergency services for more information.