Newspaper articles from the early 1900s show the league existed in the pre-World War One period. The league was reformed for the 1945–46 season, and has played continuously since.
Clubs who have played in the Welsh Football League
The following teams from the league have played in the Welsh Football League across the following years:
^"The Football Season". Haverfordwest and Milford Haven Telegraph and General Weekly Reporter for the Counties of Pembroke Cardigan Carmarthen Glamorgan and the Rest of South Wales. 9 September 1908.
^"Local Football - Robins Once Again Champions". Haverfordwest and Milford Haven Telegraph and General Weekly Reporter for the Counties of Pembroke Cardigan Carmarthen Glamorgan and the Rest of South Wales. 1 April 1914.