The gas cloud G2 is currently being tidally disrupted by the Galactic Centre super-massive black hole, Sgr A*. The region around the black hole is populated by ∼ 30 Wolf-Rayet stars, which produce strong outflows. We explore the possibility that gas clumps, such as G2, originate from the collision of stellar winds via the non-linear thin shell instability. Following an analytical approach, we study the thermal evolution of slabs formed in the symmetric collision of winds, evaluating whether instabilities occur, and estimating possible clump masses. We find that the collision of relatively slow ( < ∼ 750 km s −1 ) and strong (∼ 10 −5 M ⊙ yr −1 ) stellar winds from stars at short separations (< 10 mpc) is a process that indeed could produce clumps of G2's mass and above. Such short separation encounters of single stars along their known orbits are not common in the Galactic Centre, making this process a possible but unlikely origin for G2. We also discuss clump formation in close binaries such as IRS 16SW and in asymmetric encounters as promising alternatives that deserve further numerical study.