Experts had said that an eruption on the island, in the far west of the Atlantic archipelago, was not imminent.
However, an intensification of earthquakes in recent hours resulted in an eruption at 3:15 p.m. local time (3:15 p.m. BST) on Sunday.
Dramatic video showed a large plume of smoke rising into the sky of a volcano in Cumbre Vieja National Park, to the south of the island.
The Canary Islands Institute of Volcanology, which was monitoring the area, tweeted an image of the “eruptive column.”
Just before, the authorities had evacuated around 40 people with reduced mobility and farm animals from the villages around the volcano.
Soldiers have been deployed to assist with the evacuation, the defense ministry said, and more residents are expected to be evacuated from surrounding towns.
It followed after a magnitude 3.2 earthquake was recorded just 100 meters below the surface on Saturday, while several other earthquakes were detected on Sunday morning, the largest with a magnitude of 3.8.
In total, more than 6,600 small earthquakes have been recorded in the Cumbre Vieja area since the last earthquake swarm activity began on September 11.
As of Sunday morning alone, the National Geographic Institute (IGN) said 327 earthquakes had been detected.
The scientific committee of the volcanic risk prevention plan said stronger earthquakes were “likely to be felt and could cause damage to buildings.”
The expert committee also noted that part of the southwest coast of the island was threatened by landslides and rockfall.
La Palma’s last eruption was in 1971, when a man was killed while taking photos near the lava flows, but no property was damaged.