It follows controversy in the build-up to their opening World Cup game as FIFA prevented captain Gareth Bale from wearing a "One Love" armband and Welsh fans were forced to remove rainbow bucket hats, a symbol of support for the community.
Qatar has faced strong criticism since being awarded the tournament over its treatment of the LGBTQ+ community. Homosexuality is illegal in the Gulf state.
At their Al Sadd training base, a large rainbow flag was draped from the pitchside tent, while corner flags were replaced for ones also featuring the rainbow.
Given assurances made by football governing body FIFA in the build-up to the tournament around LGBTQ+ and human rights, there are fears from some they may not be sticking to their word.
Plans agreed on by several nations, including Wales, for captain's to wear "One Love" armbands had to be changed at the eleventh hour after FIFA threatened harsher punishments.
Gareth Bale - along with Harry Kane, captain of Group B rivals England - did not wear the armband due to fears he would be given an immediate yellow card before their game against USA kicked off.
The Football Association of Wales said they were disappointed with the situation and confirmed they will hold a meeting with FIFA .
There was also anger ahead of Monday night's game as Wales fans were forced to remove and hand-in rainbow bucket hats.
Amongst them was former Wales captain Laura McAllister.
She said security guards told her the rainbow was a "banned symbol".
Speaking to ITV she said: "I pointed out that FIFA had made lots of comments about supporting LGBT rights in this tournament, and said to them that coming from a nation where we’re very passionate about equality for all people, I wasn’t going to take my hat off," she said.
"They were insistent that unless I took the hat off we weren’t actually allowed to come into the stadium.”
She said she had a “small moral victory” by managing to sneak the hat through in her handbag.
All 28 members of the squad took part in an open training session on Wednesday, including midfielder Joe Allen who missed the 1-1 with the USA due to a hamstring injury.
Wales are next in action on Friday, when they take on Iran at 10am.
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