Not the whole universe, but certainly our solar system can get wiped out this way. A supernova explosion within 50 light-years can do severe damage to our solar system, or at least to our atmosphere. Obviously, the light from the explosion would arrive at our location at the speed of light, and since there is nothing faster than the speed of light, there would be no advanced warning, the only warning would be something else that also travels at the speed of light.
A gamma-ray burst within 6000 light-years can also do similar damage. A GRB is also often caused by a supernova, but this is the extra concentrated energy from the supernova's poles, so if the poles are pointed towards us, its effective range is over 100x farther than just the general effects of the supernova. Again, the radiation is travelling at the speed of light, so there would be no advanced warning.