Rugby legend Gareth Edwards, from Bridgend, was awarded the honour for services to sport and charitable services.
Classical composer Karl Jenkins, from Gower, was honoured for services to composing and crossing musical genres.
Actor and singer Michael Ball, who has a Welsh mother and says he considers himself "Wenglish", was appointed OBE for services to musical theatre.
Jenkins, the composer of The Armed Man: A Mass for Peace and Adiemus, is the first Welsh-born composer to be honoured with a knighthood.
He said he was "delighted by this great honour and the recognition of my music, and am grateful and humbled that my works have been able to reach out to so many performers and listeners around the globe".
Ball said it was "one of the biggest thrills I've had so far in my career and in my life".
He said: "I'm incredibly grateful and incredibly humbled, well, not over-humbled because I'm going to show off about it."
Steven Moffat, producer of Cardiff-filmed Doctor Who, was appointed OBE for services to drama.
BBC Wales Director, Rhodri Talfan Davies, said: "We're thrilled to see Steven's creative brilliance being recognised today.
"Not only has he enthralled countless millions of viewers across the world, he has helped rocket-boost the Welsh creative sector, inspiring a new generation of talent here in Wales to make their mark on the global stage."
Moffat said: "I'm not the least bit cynical, or the least bit trying to be cool about it. I'm just really, really happy."
Elsewhere in Wales, foster carers Steve and Wendy Taylor, from Swansea, who have looked after more than 1,000 youngsters over 31 years, were both appointed MBE.
Mrs Taylor said: "Fostering is a tremendously rewarding role and we hope other people will hear our story and come forward to care for teenagers in particular too."
Bookbinder Trevor Lloyd, from Knighton in Powys, who was appointed MBE, said he was "delighted" to have his work recognised and that he was "absolutely hooked" on bookbinding from the moment he was introduced to the craft 35 years ago.
Mountain Rescue leader John Hulse, from Conwy, was also among those named in the Honours for his work with Ogwen Valley Mountain Rescue.
Two Welshmen have received knighthoods in the Queen's Birthday Honours.