The film, entitled All One in Christ, was produced by The Iris Prize, the world's largest LGBT short film prize, and shot over two days.
The Iris Prize was awarded a Big Lottery Fund grant of £247,462 in 2015/16 to launch and run a project called Iris in the Community. Thirty five other short films about LGBT life were made as part of the project.
Changing Attitudes, a network of LGBT Christians, took part in the filming.
Mike Jones from the network said: "Those who took part in the film describe the pain experienced by LGBTQIA (lesbian, gay, bisexual, trans, queer, intersex, asexual) people, as a result of being made unwelcome, or the fear of being unwelcome, even rejected, by the Church. But the film is also full of faith, and hope, and even love, for a Church that continues to struggle with accepting people whatever their sexuality.
"We are all one in Christ. This means, for example, that everyone should be able celebrate their marriages or civil partnerships in churches and receive God's blessing, wherever they live in Wales. Many - and, in some parts of Wales, the majority - of church members, clergy and bishops agree. But not all do."
The Archbishop of Wales, Rev Dr Barry Morgan commented: "By sharing the personal stories of those who have suffered and been hurt I hope this powerful film will bring home to all the scale of the damage done and ultimately help change attitudes within the church."