Triumph Over Phobia (TOP) offers support to sufferers of phobias, obsessive compulsive disorder (OCD) and other anxiety-related issues.
Trilby Breckman, from the charity, said it hopes to combat the current lack of support for sufferers in south Wales.
The group will meet at 18:30 every Wednesday in the city centre.
The charity, founded in Bath, said 10% of people in south Wales suffer from phobias and 3% have OCD.
TOP uses exposure therapy - which involves facing fears in a controlled way - alongside cognitive behaviour therapy, to help change ways of thinking.
"It's wonderful news at long last that people suffering with anxiety-related disorders will be able to access support," Ms Breckman added.
"We welcome any adult with a phobia or OCD who would like help."
Phobia sufferers in Cardiff will be able to access help in overcoming their fears with the launch of a self-help group.