The Pembroke War Memoria was unveiled by Lieutenant General Sir Francis Lloyd in July 1924. It was sculpted by local monumental masons T.W. Colley and Sons. The memorial was dedicated to those who died in the First World War. Later, inscriptions were added for the Second World War and Korean War.
The memorial's infamous inscription, found on many cenotaphs, are the prose of John Ceredigion-Jones' The Returning Man. John was a Welsh-Canadian poet who was a habitual writer of letters to the editor and composer of poetry.