Wales players landed in Qatar after flying from Cardiff Airport on Tuesday
Rob Page's side arrived in Doha at around 1am local time, ahead of meeting USA in their first match of the tournament.
Team members were seen leaving the airport and getting into a coach to take them to their hotel.
After touching down, Page said his team were all "proud" to be representing the country at a World Cup for the first time in 64 years.
The Wales manager said his team are ready to get to work and focus on the first game
He said the atmosphere on the plane had been "first class".
"We've had a couple of days together now and we're just so pleased to be here," the Wales manager said.
He added that the plan now was just to get to the hotel and "throw full focus onto the first game".
The players will start training on Thursday.
The team flew from Cardiff Airport on Tuesday afternoon after an open training session at Cardiff City Stadium with hundred of local school children that morning.
Fans were there at the airport to see them off, with some describing it as "a magical moment".
Both Wales' First Minister and Economy Minister will also be heading to Qatar for the World Cup but have insisted they will use the opportunity to highlight Wales’ "values" and raise concerns about human rights.
The middle-eastern country has been criticised because of its treatment of migrant workers and anti-LGBTQ+ laws.
UK Labour leader Keir Starmer has said that he and fellow Labour MPs would boycott the matches.
Cymru will face USA in the first of their three group games on Monday 21 November.
They then face Iran on Friday 25 November before a much-anticipated clash against England on Tuesday 29 November.