"Several residents on both sides of the road began to emerge from houses and the Fire Brigade was called.
"There was also what looked like a caravan behind the lorry, I'm not sure what it was doing there.
"The Fire Bridge had to fight flames from both sides of the road and from a distance initially.
"Rumour is there was some kind of gas cylinders aboard lorry.
"This morning the burnt out lorry still remained."
Blaze: the lorry dramatically caught fire
BBC London Travel
The road was closed Eastbound from Harrow Road to IKEA, and drivers faced long delays.
One Twitter user wrote: "Lorry on fire on #A406 #Neasden #London not long ago.Thank God the driver got out alive and nobody was hurt."
A Met Police spokesman said: "Police were called at around 1.50am to reports of a lorry on fire on the A406, NW10.
"Officers are in attendance and the A406 was closed in both directions between Harrow Road and Brentfield Road as London Fire Brigade dealt with the fire.
Shell: the lorry was completely burnt out
BBC London Travel
"There are no reports of any injuries."
Fire crews from Park Royal, Willesden and North Kensington fire stations were on scene from 1.55am, and the fire was under control by 3.59am.