It came into effect on Tuesday night and was in place until 10:00 GMT on Wednesday.
The Met Office said icy patches were expected on untreated surfaces, with slippery conditions on pavements and cycle paths possible.
Drivers were also warned to be aware of difficult conditions on the roads.
The warning covered Pembrokeshire, Swansea, Vale of Glamorgan, Bridgend, Carmarthenshire, Ceredigion, Neath Port Talbot, Powys, Rhondda Cynon Taff, Conwy, Gwynedd, Anglesey, Blaenau Gwent, Caerphilly, Cardiff, Denbighshire, Merthyr Tydfil, Monmouthshire, Newport and Torfaen.
The Met Office issued a yellow "be aware" warning for ice across Wales.