The woman whose body was found in the sea off Tenby earlier this week had been missing from her home in Newcastle since June 9.
Maryam Cook, aged 63, was identified on Tuesday, the day after she was recovered from the water close to the North Beach.
Police had previously appealed for witnesses who may have seen Ms Cook in Tenby between 5.30am and 8.30am on Monday morning.
Ms Cook was last sighted in Newcastle when she left her home in the Benwell area of the city to take a taxi to Newcastle Central Station.
She was known to be a church-goer, and had previously attended St Joseph's Church in Benwell.
Her family have now been notified and the Pembrokeshire coroner has also been informed.
Ms Cook's inquest was opened on Wednesday and adjourned until November.
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