The fatalities were confirmed by Dyfed-Powys Police which said the explosion happened in a 730 cubic metre storage tank where maintenance was being carried out.
Chevron confirmed that the four people who died were contractors and said another worker was receiving treatment in hospital for serious burns.
The huge blast occurred at the Chevron refinery at Pembroke Dock at 6.22 in the evening and was heard miles away by residents in Milford Haven.
Greg Hanggi, refinery general manager, said: “This news is utterly devastating. The loss of our co-workers has come as a huge shock to us all. “Our thoughts and deepest sympathy go out to their families.
“We will ensure that all employees and contractors are fully supported throughout this difficult time.”
He added that Chevron would take every step possible to determine the series of events leading to the tragic incident and ensure that any lessons learnt from it would be learned.
