The Welsh Government says the Oak Processionary Moth (OPM) has been found on trees planted in Cardiff Central Station.
The trees were due to be sprayed overnight and will be removed later today.
The caterpillars strip the leaves off oak trees, and are a hazard to human and animal health.
OPM can be found in most of Greater London and in some surrounding counties. Efforts are being made across the UK to minimise their population, spread and impact on the environment.
The affected trees in Cardiff had been imported from an area of Europe where OPM is widespread.