The service was held to remember Lance Corporal Lee Davies, Guardsman Craig Roderick, Guardsman Apete Tuisovurua and Warrant Officer Class 2 Leonard Thomas, who were all killed in action during Operation Herrick 16.
Afterwards, soldiers marched through the centre of Cardiff to a reception to celebrate their return at Cardiff Arms Park where the Walk on Wales campaign was also launched.
The campaign will see relay teams walk the Welsh Coast Path to raise £1 million for the Welsh Guards Afghanistan Appeal and Combat Stressin August next year.
Wales forward Jones took time out of his preparations for tomorrow's game with Australia to attend the event and support what he sees as a worthy cause.
"I'm going to support the Walk on Wales campaign and I'm also a patron of the Welsh Guards. It's a relationship that has grown over recent months and it's a worthy cause," he said.
"I've got nothing but admiration for what these guys go through and the sacrifices they make.
"When you see all the hard work they put in both abroad and when they get back to Wales it's truly inspiring."
A number of dignitaries attended the parade and showed their support for the troops.
"It's all very well watching it from the TV in your kitchen but when you hear about the sacrifices the soldiers make they deserve all the support they get," added Jones.
"They're the real heroes in Wales and it's something the whole country needs to get behind."