He attended the service to mark the official opening of the Welsh Field of Remembrance in the capital.
The First Minister said:
"The sacrifices made by members of our armed forces in the service of their country must never be forgotten. The formal act of remembrance honours them and their sacrifices, and reminds us of the debt we owe to those who have given up their lives in defence of others.
"As well as those past sacrifices, we are reminded of service personnel that are on active service today and also of their families. The Welsh Government is committed to helping both serving personnel and veterans and their families however we can."
The First Minister will also be attending a service of remembrance at the Merchant Navy war memorial outside the Senedd in Cardiff Bay on Saturday (10th Nov).
"The Merchant Navy played a vital role in both world wars and also further losses in more recent conflicts, such as the Falklands war, the 30th anniversary of which we commemorated earlier this year. The sacrifice made by merchant seafarers must not be forgotten."
On Remembrance Sunday (11th Nov) the First Minister will be taking part in the National Service of Remembrance at the Wales National War Memorial at Cathays Park in Cardiff.