Louise Kelton, 57, has been formally sworn into the post, which holds legendary status in the United States.
It is the oldest federal law enforcement office in America and marshals track down some of the country's most wanted fugitives.
Ms Kelton, who moved to Louisiana aged 23, is marshal for the Middle District of Tennessee.
She was born on a US air force base in Wales to an American serviceman and a Welsh mother, and was brought up in the Butetown district of the capital, where her mother and brother still live.
In 1978, she gave up her job as a physiotherapist and moved to Louisiana, where her father was from.
She only intended to stay in the States for year but ended up studying and graduating with honours from Texas Southern University in 1992 with a bachelor's degree in Criminal Justice.
She said: "My dad was an American serviceman and I just wanted to see where he was from.
"Basically my idea was to come over here for a year and bum around and then come back home, but I ran out of money money in Nashville, so I got a job."
Ms Kelton also holds a master's degree in Public Service Management from Cumberland University, Tennessee.
She spent 33 years with the Metro Nashville police department, rising through the ranks from patrol officer through sergeant, lieutenant, captain and finally commander of the city's North Precinct before becoming deputy chief five years ago.
Marshals are also charged with protecting the federal courts and their officers, transporting prisoners and serving arrest warrants.
The role was most famously portrayed by John Wayne and Tommy Lee Jones in Hollywood movies such as True Grit and The Fugitive.
She is only the second black woman to hold the post.
Ms Kelton's mother and brother still live in the Cardiff home she grew up in.
Brother, David Watkins, said: "She's a very high achiever. I've always been proud of my sister. She's my big sister."
Former teacher and family friend Betty Campbell said: "She's made us feel really really proud."

Sinn Féin's Martin McGuinness was speaking ahead of Saturday's meeting by his party's ard chomhairle (national executive) to discuss the crisis.
He said he was told the UK government plans to impose £12bn in welfare cuts.
He said Tory ministers plan a further £13bn in cuts across UK government departments.
The issue of welfare reform and its impact on Northern Ireland's budget has caused serious political difficulties at Stormont in recent years.
The crisis deepened earlier this week when the Welfare Bill was blocked by Sinn Féin, the SDLP and the Green Party's only MLA.
The welfare legislation was an important part of last December's Stormont House Agreement, and would have provided a number of mitigation measures to protect people on benefits who may otherwise lose out under planned welfare changes.
Some of the reforms are already in force in other parts of the UK, but speaking ahead of this party's meeting in Dublin, Mr McGuinness said Northern Ireland was different from the rest of the UK.
"I am not prepared to reside over the austerity agenda that the British government are inflicting on our executive. My conscience would not allow me to do it.
"So I think what we have to do is rally the forces, both in Dublin, in the United State of America, and make it clear to David Cameron that this approach is folly of the worst kind," he said.
But First Minister Peter Robinson, who leads the Democratic Unionist Party (DUP), said there would be no renegotiation of the Stormont House Agreement.
He warned that failing to implement welfare reform would result in "£600m of cuts to vital public services".
Mr Robinson was interviewed at the Irish Open golf tournament, during his first public appearance since suffering heart attack last Monday.
"I've had the experience of being in hospital, talking to medical staff, knowing the difficulties that they're facing, the fact that without the funds that they presently have there would be loss of life, it would be an issue for public safety," Mr Robinson said.
"So, we do have to deal with all of these issues, but if they can't be dealt with then Her Majesty's government is going to have to step in and deal with them themselves."
On Wednesday, Northern Ireland Secretary of State Theresa Villiers said she could not rule out Westminster having to step in to legislate on welfare matters in Northern Ireland.
President Barack Obama has nominated a physiotherapist from Cardiff to become a US marshal.
[NEXT_CONCEPT]
Northern Ireland's deputy first minister has described the political situation at Stormont as "very grave" due to the row over welfare reform.