It was created in 1841 for the Whig politician and former Secretary at War and Paymaster of the Forces Sir Henry Parnell, 4th Baronet.
Pembroke is named after Robert Henry Herbert, the 12th Earl of Pembroke and British Secretary at War in 1859.
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In 1914, it was pulled down and moved to make room for the statues of Florence Nightingale and Sidney Herbert who was Secretary at War during the Crimean War.
The west front of 1692 was commissioned from the Huguenot architect, Samuel Hauduroy, and the east front of 1704 from William Talman, architect of Chatsworth, by William Blathwayt, who was Secretary at War to William III.
British efforts at perfecting iron armour were headed by a government Special Committee on Iron, formed in 1861 by War Secretary Lord Herbert for the continued research into naval armour.
During the time of the French and Indian War, Hodgson served as the correspondent of William Wildman Barrington, who was the Secretary at War starting in 1755.
Wanting to return to active service he eventually secured an audience with the Secretary at War, William Barrington, 2nd Viscount Barrington who refused his resignation to enable him to join the East India Company because the Crown needed officers with experience in the American colonies where trouble was expected over the Townshend Acts and the Stamp Act.
William Barrington, 2nd Viscount Barrington (1717–1793), British MP for Berwick and for Plymouth, Secretary at War and Chancellor of the Exchequer