Dyfed-Powys Police have confirmed the death of a 14 year-old boy at Pembroke School, on Thursday afternoon.
A statement said: "Pembrokeshire Police have commenced enquiries into the circumstances surrounding the tragic death of a 14 year old male which occurred this afternoon in Pembroke Comprehensive School.
"Next of kin have been advised.
"H.M.Coroner has been advised.
"Police School Liaison Officers have been working with the school to ensure the well being of the rest of the pupils.”
The pupil, who has not been named, is understood to have been found hanged.
The death is understood to have happened at about 2pm in a small wooded area near the school's reception.