A study of the archaeological evidence in the surrounding Castlemartin peninsular reveals human activity and settlements stretching back over eight thousand years to the Middle Stone Age (Mesolithic). Iron age settlements abound along the south Pembrokeshire coast, including a superb Iron Age settlement out on Skomer Island (owned and managed by the Wildlife Trust South and West Wales). An important local find was made by Dr. Styles from Pembroke Main Street and his colleague Mr Dixon in 1906 when they excavated the cave on the banks of the tidal river below Pembroke Castle called Cats Hole Cave.
The cave, also known as Priory Farm Cave, is well over 100 feet deep. The finds included a skull and other human bones, indicating occupation by hunter-gatherers, along with a fine bronze saw and other tools that are of national importance. Even earlier occupation of the cave was confirmed by the presence of animal bones from an era prior to the last Ice Age. These included wolf and mammoth remains, as well as bear and hyena bones.
Add to this the many burial mounds and even standing stones and we can safely assume that Pembroke, in its commanding position at the head of the Pembroke River, must have been a settlement prior to the founding of Pembroke Castle.
Although it is about an island outside of Pembroke, the Welsh Wildlife website has some fascinating facts and history about Skomer Island which are definitely worth a look.