In the early autumn of 1907 Roberts visited Mundesley-on-Sea in Norfolk; he returned there in 1908 and 1911.

Roberts painted Storm at sea there, depicting a complex cloud arrangement, part of the lifecycle of a thunderstorm, and capturing sunlight breaking through the storm clouds in the centre of the picture. In its subject of a storm at sea, and in the uninterrupted expanse of sea and sky, the painting resembles some of the seascapes by J.M.W. Turner, which Roberts had viewed in July 1907 on a visit to the Tate Gallery with Frederick McCubbin.