Originally, the local authority's intention, having established a public fund to build a memorial hospital in Haverfordwest, was to use money left over to place plaques in the town to remember those killed in the war.

However, there were calls, led by local MP Sir Ivor Philipps and other public and political figures, for a more substantial memorial.

The memorial was constructed of Forest of Dean stone with bronze plaques and built by Haverfordwest masons T. Morgan & Son.

The memorial plaque to the front bears the arms of the county and has the following inscription:IN REMEMBRANCE OF THE MEN OF THE COUNTY OF PEMBROKE WHO AT THE CALL OF KING AND COUNTRY LEFT ALL THAT WAS DEAR TO THEM, ENDURED HARDNESS, FACED DANGER AND FINALLY PASSED OUT OF THE SIGHT OF MEN BY THE PATH OF DUTY AND SELF SACRIFICE GIVING UP THEIR OWN LIVES THAT OTHERS MIGHT LIVE IN FREEDOM.

[1] When new roads were constructed in the 1970s, the memorial was moved to its present location in Picton Place, close by the former Masonic Hall.