Hailstones pelted the city overnight, forcing people to flee cafes as gusts of wind blew the ice pellets through windows, according to footage posted on social media.
Lightning lit up the skies and underpasses were submerged.
Alexandria governor Ahmed Khaled Hassan raised the alert level and emergency crews worked through the morning to tow cars and clear debris.
No casualties were reported, Egypt's health ministry said.
Storms are common along Egypt's Mediterranean coast in winter, but media outlets described this spring event as "unprecedented".
Scientists warn extreme weather is becoming more frequent due to climate change, which drives both droughts and intense, unpredictable rainstorms.
Alexandria is highly vulnerable to climate impacts, suffering from coastal erosion, rising sea levels and flooding from annual storms.
The Mediterranean could rise by up to a metre (three feet) within three decades, according to the UN-mandated Intergovernmental Panel on Climate Change.
Even under more optimistic forecasts, a 50-centimetre rise by 2050 would flood 30 percent of Alexandria, displace a quarter of its six million residents and cost 195,000 jobs.
Authorities have begun mitigation efforts, including constructing a massive breakwater along the coast.
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