The storm is part of a bad weather system that spans the Midwest, leaving thousands of people powerless.
At least 21 people died in the case of tornadoes caused by severe storms in Missouri and Kentucky.
Kentucky Gov. Andy Beshear said on X on Saturday that at least 14 people died in the storm Friday night.
At least seven people were killed in Missouri when authorities rolled out people trapped in buildings.
Kentucky authorities said the tornado suffered serious injuries when it torn in Laurel County late Friday. "Search for damage to the damaged area," Sheriff John Root's office said in a statement posted on social media.
In Missouri, St. Louis Mayor Cara Spencer confirmed five deaths in her city and said more than 5,000 households were affected.
"Our city will mourn tonight," she told reporters. "The loss of life and destruction is indeed a real horror."
Another tornado hit Scott County about 209 kilometers (130 miles) south of St. Louis, killing two people, hurting several people and destroying multiple homes, Sheriff Derick Wheetley wrote on social media Friday.
"Even if the tornado is still active, our first responders act quickly, which hurts themselves and provides immediate assistance and care for the injured," he said.
The storms began Friday as part of a bad weather system that also spawned a tornado in Wisconsin, leaving thousands of people without authority in the Great Lakes area and bringing a heat wave of punishment to Texas.
A dust warning was issued Friday night around the Chicago area. The 161km (100m) line from southwest Chicago to northern Indiana has severely reduced visibility, the Weather Bureau said.
In Texas, thermal consultations were sent for the cities of San Antonio and Austin, at temperatures of 95F (35C) to 105F (40.5C). From Virginia to part of the southern coast of Florida, it also fought heat in the 90s (32-37C).
The National Weather Services Office in Austin and San Antonio said the weekend's humidity is expected to make temperatures higher.
“People are worried about people who don’t have proper precautions to run out of discomfort precautions,” said Jason Runyen, a meteorologist who advises those affected to take a break and stay hydrated.