Pride Cymru kicked off on Saturday morning joined the lively event from the city centre to Bute Park.
This year marks the 30th anniversary of the first LGBT march in Wales.
Hundreds of onlookers lined the city's streets and cheered as colourfully-dressed groups marched and bands played.
The march started from Churchill Way and wound its way through Queen Street and St Mary Street.
Among those watching was Daniel Williams, 21, from Merthyr Tydfil, who said: "It is the one time of year when you can be yourself."
Andy Hole, 32, from Bristol, was with 20 friends from Bristol and said: "The good thing about this event is that it brings people together, not just from Cardiff, but from all over," he said.
Vicki Adnum, 45, from Bridgend, added: "Cardiff is a very diverse city, with lots going on. It is very welcoming and this is a celebration of that."
During the event, South Wales Gay Men's Chorus sang traditional Welsh hymns.
Member Craig Stephenson said the group was showing "Welsh passion".
"It has been a great atmosphere with singing, the crowd has been great and of course the sun has helped," he said.
More than 1,000 people have taken part in a parade in Cardiff for one of Wales' biggest celebrations of equality.