Officers from the South Wales Police force were called to the New Hope Community Church in Llanrumney, Cardiff, after members of the public reported the congregation for breaching coronavirus regulations.
Wales entered a strict 17-day firebreak lockdown on Friday evening, which bans different households from mixing indoors and outdoors and places of worship must be closed except for weddings and funerals.
The church later shared a video on its Facebook page, which shows officers entering the hall where the service is being held.
A woman in the video, who wore a face mask, said: “We are at church right now and the police just showed up.
“They have knocked on all the windows and doors, they shined flashlights, so please pray for us right now. I’m just letting you know this is happening.
“This is in Cardiff. We are not even in a third world country right now, this is in Cardiff,” she added.
A police officer is then seen informing the worshippers that they received phone calls from members of the public who were concerned the congregation was breaking coronavirus rules by attending the service.
He requests that they leave the church and return home to pray and worship there, adding that they should wait for the 17 days to “blow over”.
The pastor, Rev Wade Mclennan, described the situation as “strange” and insisted they were “not law-breaking people”.
“But when they say to us that it’s illegal to come and worship our god - this is the West. Forgive me, this isn't a nation somewhere off in the distance, somewhere else… They say it’s illegal for us to gather and it’s illegal to sing. That’s what they told me.
“The Christian faith is the only one that sings,” he claims in the video. “Other religions, they don’t sing… this is 2020, in the UK, and it’s illegal.”
The officer invited Mr Mclennan to have the discussion outside and reiterated the current rules put in place in a bid to bring the number of Covid-19 infections in Wales down. He then requested that the man and other church-goers comply with police instructions.
A woman can be heard adding: “I mean, you’ll be asking us not to believe next”, to which the officer replies that he is a Christian himself and would not ask them to do that.
Mr McLennan later admitted to the BBC he knew that holding the service was breaking current regulations, but said other churches in the country were doing the same.
He insisted the gathering was “essential” for his congregation as they were “caring for the community” and hoped the rules would be changed to recognise worshipping as essential to the wellbeing of congregations.
Wales’ firebreak lockdown will come to an end on 12.01am Monday 9 November.
A spokesperson for South Wales Police said no fixed penalty notices to worshippers, adding: “We know civil restrictions are frustrating and disheartening for people, but by following them we can all play a part in protecting our communities and the National Health Service.”