The demonstration followed others that have been taking place throughout 2019, propelled by the All Under One Banner Cymru platform, which takes its name from a similar group in Scotland.
Support for independence has been traditionally low in Wales, at about 10%. Since the Scottish and Brexit referendums, it has risen to around 20%, although opposition to secession remains largely dominant, above 60%.
Surveys also show that more than half the population believes that Wales should have more self-government.
Independence proponents believe that a non-agreed UK exit from the EU would increase support for secession.
Johnson has announced that the UK will leave the EU on 31 October, whether there is agreement with Brussels on how to do this or not. Scottish First Minister Nicola Sturgeon has asked Johnson to agree the terms of a second independence referendum in Scotland.