Campaigners want the Welsh Assembly Government to call in plans for a gas pipeline spanning the breadth of Wales.
The pipeline begins at the two new LNG plants at Milford Haven
Around 40 people handed in letters and a petition to officials at the Senedd.
They have safety concerns over the pipe which will carry natural gas from two LNG terminals at Milford Haven, 115 miles to Tirely in Gloucestershire.
The National Grid, which is building the pipeline, said it was listening to people's safety concerns and would allay them wherever possible.
The company has been granted planning consent by the Department of Trade and Industry for the first section which runs to Aberdulais and work has started on the line.
It will apply for consent for the second section, which it has said will pass through the Brecon Beacons National Park, later in the year.
The National Grid also needs planning consent from Neath Port Talbot Council for a pressure reduction station at Cilfrew.
Linda Ware, of the Cilfrew residents' association, was one of those to travel to Cardiff on Wednesday.
She said: "We are very worried about the safety of the plant which will be just 270 metres from some people's homes.
"We also have concerns about the construction of the plant, which will involve large lorries using a single access road into the village.
"We will continue to fight it from every angle but want the assembly to call it in and oversee the whole thing."
Cilfrew residents were joined at the Senedd by people from Swansea and Pembrokeshire.
A spokeswoman for the National Grid said it had to provide a detailed environmental impact assessment on all aspects of the pipe route before planning could be granted.
She added: "We have met with the residents of Cilfrew a number of times and are continuing our discussions and listening to their concerns."
She said work had started and was progressing well on the first phase of the pipeline to meet a deadline of October next year.