Organisers said about 12,000 people took part in the parade, which has been running for several years, and other events on Sunday, part of a programme that runs until May 6.
"This is our first attempt to link up with many groups" of sexual minorities, said one of the organisers, Hiroko Masuhara, 35. "The parade is a symbolic event in the (Tokyo) Rainbow Week programme."
Masuhara, who held a wedding with her partner at Tokyo Disney Resort last month, said support for gay rights was rising in Japan.
"We have an impression that we are seeing more women and various nationalities of people participating in our parade in recent years," she said.
Gay marriage has no legal standing in Japan despite growing legal recognition elsewhere in the world.