Some 200 active-duty service members and veterans marched in Saturday's parade, carrying signs and wearing T-shirts naming their branch of service.
Many of the active-duty troops said they were moved to come out because it is time to end the military's ban on openly gay troops.
The march comes a day after a federal appeals court reinstated "don't ask, don't tell" but with a caveat that prevents the government from investigating or penalizing anyone who is openly gay.
The Associated Press contributed to this story