Dyfed-Powys Police received a report of a group of people blocking entrances to the Valero Refinery in Pembroke at around 5.45am on Thursday, September 19.
It has been established the group are Extinction Rebellion protestors.
The protest is currently peaceful but is causing significant disruption to local traffic around the Valero site. No arrests have been made.
Video: BBC LDRS
Police officers are at the scene working to minimise disruption to communities and ensure the safety of everyone involved.
The right of free speech and protest is the right of everyone, however, officers will take necessary action against those who deliberately choose to act outside the law.
For those who have journeys in the area use alternative routes or avoid the area.