An air and sea search was launched on Sunday evening after a red flare was spotted off the South Pembrokeshire coast.
Milford Haven Coastguard received several 999 telephone calls reporting a single non-attributable red flare out to sea off Monkstone Point just before 8 pm.
The area was thoroughly searched by all resources on scene, with nothing untoward found.
Coastguards would like to advise that the firing of a red flare from shore is not only irresponsible, but a criminal offence, unless it is linked to a maritime emergency.
The tasking of all the resources, both land and seaward, in such bad weather conditions, not only puts volunteers unnecessarily at risk, but draws them away from possibly acting on a genuine incident elsewhere along the coast.
No wreckage has since been found following Sunday's incident or any persons reported missing.