Pembroke Castle was founded around 1093 by Arnulf de Montgomery during the Norman advance into southwest Wales. The first defenses were earth and timber, placed on a rocky promontory enclosed by the Pembroke River and a tidal inlet. Gerald de Windsor later held the lordship, using the site to sustain a marcher community surrounded by Welsh territories. Beneath the castle, the natural Wogan cavern opened toward the water and could support access, storage, and defense. The stronghold became the administrative center of the earldom of Pembroke.

In 1189 the lordship passed to William Marshal through his marriage to Isabel de Clare. Marshal, one of the most powerful nobles of his age, rebuilt Pembroke in stone during the late twelfth and early thirteenth centuries. The great round keep, nearly eighty feet high, dominated a complex of halls, apartments, gates, walls, and service buildings. Later earls, including members of the de Valence family, expanded the inner and outer wards, creating a residence capable of displaying wealth, receiving tenants, and supporting a substantial military household.

The castle returned to the Crown and later became associated with Jasper Tudor, earl of Pembroke. His widowed sister-in-law Margaret Beaufort gave birth there to Henry Tudor in January 1457 while the Wars of the Roses divided England and Wales. The child eventually defeated Richard III at Bosworth and became Henry VII. Pembroke's connection with the Tudor dynasty later overshadowed much of its longer marcher history, but the birth occurred within a working noble household shaped by regional politics and the protection Jasper could provide.

During the English Civil War, Pembroke initially supported Parliament. In 1648 soldiers and local leaders rebelled against parliamentary authority, turning the castle into a Royalist position during the Second Civil War. Oliver Cromwell besieged it for several weeks. Artillery, blockade, and the cutting of the water supply forced surrender. Parliament ordered the defenses slighted, leaving roofs, walls, and towers damaged. The ruined castle passed through long periods of neglect and piecemeal use as the town developed around it.

Major restoration began in the late nineteenth and early twentieth centuries, especially under Sir Ivor Philipps, who acquired the castle in 1928. Work rebuilt missing sections, cleared debris, and made the monument accessible, sometimes following restoration principles different from those used today. Later conservation has distinguished medieval fabric from modern intervention and protected the keep, Wogan, walls, and towers. Pembroke Castle now records Norman expansion, marcher lordship, William Marshal's architectural ambition, the birth of Henry VII, Civil War rebellion, and the modern effort to recover a ruin as a defining landmark of the town.