Dyfed-Powys officers are urging parents to monitor their children’s social media accounts and carefully follow what they are doing on the internet.
A school in Fishguard has also done the same after a number of children had received messages asking for inappropriate pictures on Instagram.
Ysgol Bro Gwaun posted on their social media account saying that an unidentified person had been sending unsolicated messages.
The school’s statement said: “Urgent message to parents: We have been made aware that an unidentified person is contacting children on Instagram and is asking for inappropriate pictures.
“The person’s username is sexyboy1893. Police are investigating. Please monitor your child’s social media activity carefully.”
Dyfed-Powys Police said that they were in contact with the children and their families and that the victims were being supported.
A spokeswoman for the force said: “Dyfed-Powys Police is investigating following reports of unsolicited adult material having been received by several north Pembrokeshire children via social media.
“All victims are being supported, and enquiries are underway.
“We would urge parents and guardians to monitor children while they are using social media apps or browsing the internet, and make sure they feel able to speak up if something doesn’t feel right.
“If you are concerned about something you or your child have seen or been sent, you can report it by emailing firstname.lastname@example.org or calling 101.
“If you are deaf, hard of hearing, or speech impaired you can text the non-emergency number on 07811 311 908.
“For free advice about staying safe online and how to have open conversations with children and young people, visit Internet Safety or Childline.”