A high number of reports have been made to the force in the past 24 hours from people living in Haverfordwest, Milford Haven and Brecon.
Fraudsters are carrying out these calls in an effort to get personal financial details from residents, and eventually get them to pay money stating that they owe taxes.
Callers are being asked to press 1, when they are transferred to a person who asks for their bank details. In some cases they are being threatened with court or police action if they do not comply.
Paul Callard, of the Financial Crime Team, said: “HMRC would never target people in this way and would certainly never ask for money or bank details over the phone. HMRC would never use texts to tell you about a tax rebate or penalty or ever ask for payment in this way.
“Please be vigilant, do not part with any money or personal information. Remember – It is OK not to speak with cold callers – just put the phone down. If you are concerned please contact police on 101.”
Officers have offered tips to avoid falling victim to this type of fraud:
Telephone numbers and text messages can easily be spoofed. You should never trust the number you see on your telephones display.
If you receive a suspicious cold call, end it immediately
Do not enter into conversation with them, provide them with any personal details or send them any money.
For further advice and information on how to avoid being scammed visit www.actionfraud.police.uk