In practice, the first known Knights of the Shire from Wales (as Members of Parliament from county constituencies were known before the nineteenth century) may not have been elected until 1545.
When Lord Emlyn inherited the title Earl of Cawdor in 1860 the seat was held until 1866 by George Lort Phillips.
He was succeeded by James Bevan Bowen of Llwyngwair who stood down in favour of Sir John Scourfield in 1868.
This left Pembrokeshire with the major towns of Haverfordwest, Milford Haven, Pembroke Dock and Tenby.
The political parties had been making preparations for an election to take place from 1939 and by the end of this year, the following candidates had been selected;