People in Dorset, Somerset, Devon, and Jersey reported hearing a loud bang and seeing a streak of light in the sky on Saturday afternoon.
After analysing pictures and videos, experts confirmed they showed a meteor.
They have urged people to stay an eye fixed out and report any fallen fragments of the space rock.
Simon Proud, a specialist in aviation meteorology at the University of Oxford, captured the meteor – which appeared as a bright flash – flying over the United Kingdom on a meteorological satellite.
He tweeted, ”Sometimes weather sats see unexpected things.”
Richard Kacerek, from the United Kingdom Meteor Observation Network of amateur astronomers, said only the brightest “bolide class” meteor could produce a rare “daytime fireball”.
He added that the one seen on Saturday would have needed to be “very large” to be visible during the day.
Dr. Ashley King from the United Kingdom Fireball Alliance – a gaggle of experts and enthusiasts who search for freshly-fallen meteorites – said the fireball “would are going faster than the speed of sound”.
“Normally when you hear that it’s a good sign that you have got rocks that have made it to the surface. It’s incredibly exciting and I’m a bit stunned,” he said.
The group has asked people in the Devon, Dorset, or Somerset areas to report finds of any fragments – believed to be small blackish stones or a mound of dark dust.
Data from cameras is also being analyzed to give details of the meteor’s journey.
Astronomer and science journalist Will Gater, who was among the primary to link the shock wave to a meteor, said: “If somehow the situation can be pieced together who knows – the thought that something might be recovered is sort of exciting.”
Following the “huge bang”, which people said shook their homes and windows, an earthquake was ruled out by The British Geological Survey.
The Ministry of Defence also said the “massive bang” wasn’t linked to any RAF aircraft.