Youngsters playing near the tracks at Tenby Railway Station are being warned of the dangers involved by local police.
Officers are also concerned that children have been climbing on the barbed wire fencing between the station and the adjoining dairy lorry park.
Furthermore, police are investigating a theft from an unattended lorry at the park early on Tuesday evening.
"Indications are that children had been seen playing in the area," a police spokesman told the Observer.
Anyone with any information is asked to contact PC 512 Rowe at the town's police station on 842303.