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."
More top news
Carl Edwards goes back to his Mid Wales roots to show what his hometown has to offer
Wales flanker Dan Lydiate believes tomorrow's Dublin appointment with the reigning RBS 6 Nations champions is "brilliant preparation".
Swansea manager Garry Monk says he expects Manchester United to be Barclays Premier League title contenders this season.