Coastguards and police were alerted during the early hours of Saturday morning after two people were reported missing in the South Beach area of Tenby.
The two, who had become disorientated during the night, were reported to be in difficulties at approximately 3 am.
The police, who received the initial call for assistance, requested the help of the local coastguard unit, but before the team could assemble, the two people were reported to be safe and well and no attendance was required.