Winter visitor, has bred
Mathew (1894) noted St David's, Goodwick and Maenclochog as breeding areas for the Merlin. Lockley et al. (1949) added probable nesting on Ramsey but Lockley (1961) noted breeding at Freshwater West. A pair bred in the Preseli Mountains in 1970 and others may have done so in 1970 and 1971.
Merlins are widespread in the winter, arriving between March and May, but there are occasional sightings for all other months of the year. They are usually seen singly, but sometimes two and rarely three occur at one locality. Merlins are most frequently seen in coastal areas, such as the Marloes and St David's peninsulas, but as they freely hunt across farmland this may be more a reflection of observer distribution than of the bird.