This stunning video was captured by local boatman Ben Evans.
Ben works on the Milford Haven waterway, berthing the ships coming in onto the jetties.
Dolphins play under the shadow of the Cleddau Bridge. (Image: Ben Evans)
Although common dolphin are sighted fairly regularly at sea, Ben said that it is unusual to see them this far in on the waterway.
“They are not very common that far in, so it was a bit of a surprise,” he said.
“They were probably there for around 20 minutes then we headed off to work so they could have been there longer.”
A second video taken by Ben from the Pembroke Dock side of the Cleddau, shows two dolphins playing with Neyland in the background.
Common dolphins are an offshore species but often come close to shore to feed.
The Wildlife Trusts say that they are highly social and normally found in groups, travelling at speed and frequently leaping from the water. They feed mainly on fish and will work together to herd their prey into a ball.
They are identified by their tall sloping triangular dorsal fin and pale colouring on the lower half of their bodies.
Common dolphins are one of the most abundant species in British waters, with sightings increasing significantly in recent years.
They can reach swimming speeds of around 30 miles per hour when chasing food or bow riding alongside boats.
There has been a large amount of common dolphin sea sightings around Pembrokeshire in recent days.
A pod of common dolphins swam around Fishguard Lifeboat’s Inshore crew while they were on a recent training exercise,
Other pods have recently been spotted at Strumble Head and Dale.
It is thought that they have come so far up the Cleddau due to the amount of fish currently in the area, with the possibility that they are herding fish from deeper water into the shallows, where there is less protection, to feed on them.
Whatever the reason, you have to admit, they are a joyous sight.