The vehicle is believed to have caught fire on the London-bound carriageway at Gypsy Corner shortly before 7am.
The intense blaze was caught on CCTV cameras, which show thick block billowing across the road, close to the Holiday Inn hotel.
Transport for London (TfL) said at 7am that the A40 Western Avenue was closed in both directions between Horn Lane and Wales Farm Road due to the fire.
It warned drivers to expect major delays in the area during the morning rush hour, and advised them to use another route if possible.
At 8.23am, TfL updated motorists to say two out of three lanes eastbound remained closed following the fire.
It said traffic was slow on the approach and eastbound queues were stretching back towards Long Lane.
On the A406, it said, there were queues northbound to Queens Parade and southbound to Brentfield Road.
It is not known at this stage whether anyone was injured in the blaze.