We have developed a stellar wind model for OB supergiants to investigate the effects of accretion from a clumpy wind on the luminosity and variability properties of High Mass X-ray Binaries. Assuming that the clumps are confined by ram pressure of the ambient gas and exploring different distributions for their mass and radii, we computed the expected X-ray light curves in the framework of the Bondi-Hoyle accretion theory, modified to take into account the presence of clumps. The resulting variability properties are found to depend not only on the assumed orbital parameters but also on the wind characteristics. We have then applied this model to reproduce the X-ray light curves of three representative High Mass X-ray Binaries: two persistent supergiant systems (VelaX-1 and 4U1700-377) and the Supergiant Fast X-ray Transient IGRJ11215-5952. The model can reproduce well the observed light curves, but requiring in all cases an overall mass loss from the supergiant about a factor 3-10 smaller than the values inferred from UV lines studies that assume a homogeneous wind.