According to an AAP report, about 40 people held a one-hour vigil to highlight their concerns over relocating about 165 Aboriginal rock carvings to make way for the plant.
The report quoted a Friends of Australian Rock Art spokesperson as saying he hoped the vigil was the start of an international campaign aimed at preserving the site.
The protesters will reportedly hold another one-hour vigil at lunchtime outside the St Georges Terrace office on Thursday.
Despite widespread protests, Woodside started construction of the gas plant about two weeks ago.
Last month, Federal Environment Minister Ian Campbell rejected an emergency application to heritage list the site, saying it could obstruct the development of the Australian gas industry.
The Pluto project is estimated to cost between $6 billion and $10 billion and is scheduled to begin supplying LNG to customers Kansai Electric and Tokyo Gas by the end of 2010.