The Ministry of Defence told ITV Wales that it's "not impossible" that a military aircraft was flying low over the Pembrokeshire coast last night.
It follows concerns that an aircraft had gone into the sea at Trefin near Fishguard - a search and rescue operation was was later stood down.
Witnesses had reported a loud blast in the area shortly after 7pm, but an MOD spokesman said it was "highly unlikely" this was a sonic boom.
"Breaking the sound barrier over land is prohibited by regulation," said the spokesman.
"The only time a pilot would do it is in an emergency situation."