A soldier has died during a live-fire training exercise at a British Army firing range.
The victim, who has not yet been named, was a sergeant in the Welsh Guards, the BBC understands.
He was fatally wounded at the Castlemartin base in Pembrokeshire, on Thursday night.
The Ministry of Defence said next of kin has been informed. Dyfed Powys Police are being assisted by the Royal Military Police in the investigation.
The Defence Accident Investigation Branch is also involved in inquiries into the soldier's death.
"It is with great sadness we can confirm the death of a soldier on 4th March. Our thoughts are with his family and friends at this tragic time," an Army spokesman said.
"The circumstances surrounding this death are being investigated and it would be inappropriate to comment any further."
It the latest in a number of accidents at Castlemartin.
In 2017, two soldiers died in a tank explosion, which a coroner ruled was due to a design flaw.
An Army captain was jailed in July 2018 after a 21-year-old soldier was killed by a stray bullet during an exercise at the range in 2012.
According to the MoD, the Welsh Guards have a "dual role" as "light role infantry" and "world class ceremonial soldiers, guarding the Royal Family and Royal palaces such as Buckingham Palace and the Tower of London and conducting state ceremonial duties".