An event is being held at Tenby harbour on Friday to raise awareness of the dangers.
It follows an increase in the number of people seen jumping into the harbour in recent weeks.
Nick Hudd, from the Pembrokeshire youth team, said: "Jumping, as it's called here, is a particular problem in Tenby."
Tombstoning - which involves jumping off cliffs or other high points into water - has led to a number of injuries and even deaths across the UK.
The county's youth service has joined forces with the police, fire service, coastguard and RNLI for the event, which will consist of a series of workshops for young people.
Mr Hudd said it was important to have a "two-way conversation" on the subject.
"We want to speak to young people to find out why they do it," he added.
Young people in Pembrokeshire are being warned about the dangers of "tombstoning" into the sea.