Word embeddings are representations of words in a vector space that models semantic relationships between words by means of distance and direction. In this study, we adapted two existing methods, word2vec and fastText, to automatically learn Welsh word embeddings taking into account syntactic and morphological idiosyncrasies of this language. These methods exploit the principles of distributional semantics and, therefore, require a large corpus to be trained on. However, Welsh is a minoritised language, hence significantly less Welsh language data are publicly available in comparison to English. Consequently, assembling a sufficiently large text corpus is not a straightforward endeavour. Nonetheless, we compiled a corpus of 92,963,671 words from 11 sources, which represents the largest corpus of Welsh. The relative complexity of Welsh punctuation made the tokenisation of this corpus relatively challenging as punctuation could not be used for boundary detection. We considered several tokenisation methods including one designed specifically for Welsh. To account for rich inflection, we used a method for learning word embeddings that is based on subwords and, therefore, can more effectively relate different surface forms during the training phase. We conducted both qualitative and quantitative evaluation of the resulting word embeddings, which outperformed previously described word embeddings in Welsh as part of larger study including 157 languages. Our study was the first to focus specifically on Welsh word embeddings.