The Wallaroos are in Missouri ahead of Saturday's match against the US, which forms part of the Pacific Four Series with Canada and New Zealand.
The team had just eaten dinner on Monday local time and were preparing to turn in for the night, when an alarm sounded over their hotel's speakers.
Hotel guests were advised to move to hallways or stairwells away from any windows as a tornado had been reported nearby.
Debris can shatter windows during a tornado and cause serious injury.
A touring staff member told AAP that amid the warning, a huge storm had been unfolding in the darkness outside.
The group could hear howling noises and thunder as they took cover.
The Wallaroos had trained earlier in the day in abnormally hot and windy conditions, a telltale sign of an approaching tornado.
The conditions were strong enough to leave some players with windburn following the afternoon session.
The playing group is believed to have remained in good spirits throughout the ordeal, but interim coach Sam Needs was a little worried by the unfamiliar situation unfolding outside.
After about an hour, the hotel made another announcement that guests could return to their rooms but should remain on alert until 11pm local time.
The storm passed without seriously damaging the area immediately around the hotel, but left thousands without power elsewhere.
The Wallaroos are hopeful they can tour Arrowhead Stadium on Wednesday to meet the NFL's Kansas City Chiefs as planned.
But storms are predicted to continue throughout the week and could jeopardise those plans and Saturday night's game itself.
If the game against the USA is cancelled, the teams are likely to share competition points rather than contest a rescheduled match.
The tornado comes after the Wallaroos' match against Canada in Sacramento was delayed for 80 minutes due to storms over the weekend.
A sizeable crowd had to be evacuated from the match and was not permitted re-entry over safety concerns.
Second on the world rankings, Canada beat the Wallaroos 24-0 but the Aussies appear a better chance against the USA.
"Expecting a pretty confident side," scrum-half Sam Wood said prior to the tornado warning.
"More of the focus is on us this week to make sure we're nailing our jobs, especially around attack, finding the seams we need to find.
"Really looking forward to getting on the field."