The Equality Commission has said a lot more work is needed on LGBT rights in Northern Ireland.
It said the Pride festival was a reminder of the difficulties created by prejudice.
On Saturday a parade through Belfast city centre will mark the culmination of a high-profile week of talks and events.
Chief commissioner Michael Wardlow said: “Progress on LGB and T rights has been hard to achieve and long in coming.
“We can’t take the gains we’ve made for granted and we still have a lot of work to do.
“For example, Northern Ireland is now unique in the British Isles as a place where LGB people do not have the right to marry.”
Mr Wardlow said the parade was a reminder of how important it was to continue to promote and protect what have been very hard-won rights for LGBT people.
“Of course the Pride parade is always full of exuberance and ‘over the top’ costumes but, underneath the bling and colour, many people at the event will have their own stories of prejudice or denial of rights.”
He added: “Pride should remind us all that prejudice makes life difficult and painful for people on the receiving end.
“Recognising the rights of LGB and T people doesn’t disadvantage anyone.
“The existing legislation carries robust protections for faith groups, and any additions, such as for marriage, could do likewise.
“The clue is in the word equality, the same rights and opportunities for everyone. Equality benefits everyone.”
The DUP has come under fire at various Pride events in Belfast this week over the use of a petition of concern to block legalisation of same-sex marriage when the Assembly was sitting.
Patrick Corrigan, Northern Ireland director of Amnesty International, said the march was still a protest in Belfast.
“Pride is always the most colourful day of the year in Belfast. This year it is bigger and brighter than ever.
“Behind the glitter, there is both anger and a determination that discrimination against LGBT+ people must end.
“Northern Ireland is now years behind the rest of the UK and Ireland on marriage equality. People on the streets of Belfast today are sick of a second-class citizenship based on who they are and where they live.
“Theresa May and Karen Bradley should be ashamed that, 18 months after the collapse of devolution, same-sex couples in Northern Ireland are still waiting to be treated as equals. This is now in their hands.”