It added that the gas power station would create more than 100 permanent operational jobs.
Nick Ainger, MP for Carmarthen West & South Pembrokeshire, said: "This confirms there is a bright future for the energy industry in West Wales."
"The construction jobs will follow on from those on the LNG sites which are now almost completed," he added.
Stephen Crabb, another Welsh MP also welcomed the decision saying it was critical for Pembrokeshire's economy.
There are currently five operational gas-fired power stations in Wales, one proposed development and two including the Pembroke development recently approved.
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