In a letter to parents, the school said that it is implementing the change after finding that on Friday afternoons "pupils often suffer from a greater lack of attention/ focus than at other times in the week".
The school hopes the early finish will "further raise standards and improve outcomes for learners across the school".
The move was greeted with a mixed response from parents, with one mother saying: "It is a really good idea - I know that by Friday afternoon the kids are burnt out and don't take anything in."
Meanwhile, another pupil's father said: "This is ridiculous. Both my wife and I work so this will mean one of us having to take Fridays off too to look after our kids."
A spokeswoman for Pembrokeshire County Council said: "We want to establish a culture of inquiry, innovation and exploration where teaching approaches and interventions used in class are research and evidence based on an on-going basis. This is a change to existing arrangements.
"The intention is not to give teachers an afternoon off as has been mistakenly suggested by some. Teachers will have no change in their current contracted working hours - just in the way they work them.
"If we cannot utilise Friday afternoons in this way then teachers will be end up being regularly taken out of class for training. Naturally this results in disruption for the children and supply teacher costs, both of which we really want to avoid.
"This is a schools' initiative which we wish to see implemented because we see real benefits for the children by improving their learning experiences and making them the best that they can be."
Dozens of schools have warned that they may need to close early on Friday in order to save money. Other schools have started their classes later in the day to allow "bleary eyed" students to have a lie in rather than come to school feeling tired.
Sixth form students at Hampton Court House, a private school in Surrey, have lessons from 1.30pm until 7pm. The school says there is "compelling evidence" to suggest that teenagers are genetically predisposed to going to bed later at night than adults and getting up later in the morning.
Earlier this year, MPs debated whether all teenagers should start school later, after thousands signed a petition online calling for the change.
Ministers say that headteachers have the autonomy to set their own school hours, including the flexibility to decide when their school day should start and finish.
