St Davids was the largest and most important medieval diocese in Wales. The cathedral housed the relics of the sixth-century saint, David, patron saint of Wales, and attracted substantial numbers of pilgrims, including King William I. Until the appointment of Bishop Henry de Gower in 1328, it is unsure where the bishops lived. De Gower erected two separate ranges of rooms, one for his own private and a second suitable for ceremonial occasions, where he could entertain important guests and distinguished pilgrims to St Davids. Both sets of chambers were built at first floor level above vaulted under crofts and entered by elaborate porches. The crowning glory, however, was still the distinctive chequered arcaded parapet, which, although faded, still has the effect of unifying the group of buildings.
There seems to be no evidence of building work since the death of de Gower in 1347 apart from the close wall and gates being repaired by Bishop Adam de Houghton between 1362 and 1389. Increasingly, Bishops stayed less at St Davids and by the middle of the sixteenth century, the chief Episcopal residence was at Abergwili, Carmarthen. In 1616 Bishop Milbourne applied for a licence to demolish some of the buildings and although the work was not carried, the buildings were considered in a poor condition. Later in 1678, when Bishop William Thomas sought another licence to demolish the palace, it was beyond repair.
Source: Evans, J. W. 2005. St Davids Bishops’s Palace: CADW
M. Lloyd Davies, RCAHMW, 27 October 2008