A cloning device has been discovered on a cashpoint at Lloyds TSB's Pembroke Dock branch.
A Dyfed-Powys Police spokesman said: "A cloning device has been seized and the bank is now carrying out checks.
"Police would advise members of the public that whenever you are using a cashpoint to make sure nobody is over your shoulder, hide your pin number, look to see if there are any attachments to the cashpoint and never disclose your pin to anyone."
Anyone with information is asked to contact Dyfed-Powys Police on 101.
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