St David's Church, opened in 1837, was built in order to accomodate some of the growing congregation of St Peter's Church. The new church was originally intended to be located on Lammas Street (on the current site of Christ Church (NPRN 307130)) and to be known as St Paul's. However, the site's benefactor was not invited to the laying of the foundation stone, and consequently withdrew her gift of land. Instead, the new church was built in Picton Terrace and dedicated to St David. Christ Church was subsequently built in 1867 in order to provide a seperate place of worship for the English-speaking members of St David's Church. It was originally intended that the tower be a terminal point to Lammas Street, but houses subsequently built to the south-east obscure this. The large churchyard is walled and has iron gates by the Coalbrookdale Foundry dating to 1860. At its top end is situated the grave of Billy Jenkins, killed in 1940 aboard HMS Kelly, in the famous action under Louis Mountbatten.

The church is a Grade II listed building, built by thomas Rowlands, Haverfordwest in 1835-1837, to the designs of Edward Haycock. The original church was rectangular in shape and orientated north to south, with a tower to the front. It was consecrated by Bishop Thirlwall on 3rd February 1841. The church was enlarged under the Rev. David Archard Williams (1796-1879), a prominent figure in the development of the town in the mid to later nineteenth century. A new nave, orientated east to west, was built by John James of Narbeth to the designs of R. K. Penson in 1853-1855. The old church was retained as transepts, with the organ positioned where the altar was at the north end. Penson's designs included further rebuilding with new transepts, chancel and a large central tower and spire, but this was not executed. The completed work was badly roofed and needed reroofing in 1873, the cost of which precluded the proposed chancel. In 1882-1886 a short chancel projection was added as a memorial to Archdeacon Williams. The work also included a new pulpit and font, by W. Davies, Carmarthen. The church was restored in 1913, and the west window was mostly rebuilt. A panelled ceiling was inserted in the nave and canopied stalls were inserted at the west end, all by E.V. Collier. The altar rails were moved from Christ Church in 1913. The church was altered in 1938 by W.E. Anderson, and the north transept was removed. The south transept was rebuilt as a much smaller vestry. In 1917 it was noted that a section of a length of carved stone, excavated from the site of medieval St Mary's Church (NPRN 301869) had been placed in the baptistry of St David's Church. The length of stonework originally measured some 8ft 6in length and 1ft 3in depth. It consisted of three arched compartments, seperated by piers, with a carved figure in the centre of each. The piece had subsequently been broken into three sections, each comprising one arch.

Sources include:
Cadw, Listed Buildings Database
Carmarthenshire Antiquarian Society, 1987, Newsletter June 1987

N Vousden, RCAHMW, 8 January 2013