The First World War began in 1914 and ended in 1918. This was the first time chemical weapons were used, and the first time bombs from aircraft were dropped. It was a time of great change, ending the old regime and paving the way for the new regime. In Pembrokeshire, U-Shipping has had the greatest impact on society. Several viewing sites were built around the coast to track their movements. Wreck sites are also dotted around the coast. The wreck of the Lusitania, (May 1915), that regularly called at Fishguard, was one of the horrific events of the first year of the fighting. The port of Milford Haven was central to naval activities in the Atlantic throughout the four years.

David Lloyd George played a pivotal role in the history of the period. He has links with areas near Haverfordwest and Goodwick.

The period saw a breakthrough in photography technology and this can be seen in the collections of the County's museums. There are pictures of several wartime heroes who were born in the County. There are also school pupils' activities to raise money and resources to help the soldiers and sailors.

A memorial stands in many Pembrokeshire villages, either in the church, chapel or on the wall of the hall. Several Memorial Halls were also erected. The village of Herbrandston is the only village in the county known as a 'lucky village' - ie none of their men died at the time of the battle.