The Hunt dates from the 18th century. For two hundred years hounds have hunted the peninsular that makes up the hunt country. For a large part of those two centuries hounds have been kennelled at the Cresselly home of the Allen family.

John Bartlett Allen had a pack there in 1789, known as the Cresselly Hunt. But for a few breaks, notably between 1888 and 1893, when the Mastership passed to Colonel Lort Phillips of Lawrenny, and between 1929 and 1933, when Lord Merthyr and his daughter The Hon Anne Lewis, were in command, hounds have remained at Cresselly, and are still there today.  A distinguished squire of Cresselly, Henry Seymour Allen, famous for climbing to bed on a rope, hunted the country at this own expense, as had his forbears, during which time the Hunt was known as Mr. Seymour Allen's Hounds. It remained a private pack until 1929 when the present Master's Grandfather, Captain Hugh Allen, renamed it the South Pembrokeshire, a subscription pack.

A memorable Mastership began in 1942 when Miss Auriol Allen of Cresselly, took the reins and continued for 46 seasons until 1988 becoming the senior Lady Master of Foxhounds in Great Britain. She was joined by both her husbands as joint masters Major David Harrison-Allen 1939 and 1946-1960, and Captain Brian Evans 1965-1978. She became of President of the Hunt in 1988 till her death in 1992.

In 1988 she was succeeded by Simon Hart (now Conservative MP for Carmarthen West and South Pembrokeshire), who 2 seasons later was joined in the Mastership by Mrs. Evan's children, Hugh Harrison-Allen and Juliet Lloyd.

In 1996 the hunt was much saddened to learn of the death of Mrs. Lloyd, who was still serving as a Joint Master.

Other Masters: SA Hart 1988-1998, JPG Andrews 1998-2005, Mrs D. Jones 2007-2010, Miss J.M. Reed 2012-2018.