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
The Ministry of Defence is 'urgently' looking for relatives of Sgt Roy Penry Williams from Glamorgan. He died in a bombing mission in WW2.
Organ transplant patients from Wales will be competing in the British Transplant Games in Newcastle as it gets underway today.
The Welsh Liberal Democrats announce plans to help first-time buyers on to the property ladder.