Around 200 supporters displayed banners and chanted their disapproval at the owner's treatment of manager Malky Mackay, as well as the changing of the club's colour from blue to red.
Fans were vocal in their support for their manager while there plenty of 'Tan Out' and 'We'll Always Be Blue' banners to be seen near the entrance for players and officials.
Malaysian businessman Tan has proved a controversial figure during his spell in the Welsh capital.
In addition to changing the club colours, he has become embroiled in an unseemly conflict with manager Mackay.
Tan got rid of the Scot's head of recruitment Iain Moody in October, and last week handed the former Watford boss an ultimatum to resign or be sacked.
Mackay has since been given a reprieve of sorts by chairman Mehmet Dalman but upcoming talks between manager and owner are likely to decide the Scot's immediate future.