Lincoln Road had to be closed for safety reasons just after 6pm as pieces of masonry were falling into the path and road.
A Lincolnshire Police spokesman said initially: "A team from Lincolnshire County Council is in attendance and pulling it down safely. Nobody has been injured in the incident."
Work has continued to assess and make repairs to the building this morning as winds die down.
The road was closed from the Holdingham Roundabout to McDonald's while the site was made safe, reopening by 6.46pm.
Sleaford Town Council issued a messaged yesterday to the public to avoid the trees on their recreation grounds while the stormy weather continues.
They stated: "We have had a serious tree failure at Boston Road and there could well be more over the next few days. We will deal with the fallen trees as soon as we can.
"Do not climb or play on the fallen tree branches. Avoid the area altogether. Thank you for your understanding."