Summary: M. Nazarov [J. Algebra 182, No. 3, 664-693 (1996; Zbl 0868.20012)] introduced an infinite dimensional algebra, which he called the ‘affine Wenzl algebra’, in his study of the Brauer algebras. In this paper we study certain “cyclotomic quotients” of these algebras. We construct the irreducible representations of these algebras in the generic case and use this to show that these algebras are free of rank \(r^n(2n-1)!!\) (when \(\Omega\) is \(\mathbf u\)-admissible). We next show that these algebras are cellular and give a labelling for the simple modules of the cyclotomic Nazarov-Wenzl algebras over an arbitrary field. In particular, this gives a construction of all of the finite dimensional irreducible modules of the affine Wenzl algebra.