The streets of Mexico City were filled with rainbow flags as people marched to central Zocalo square in a festive atmosphere.
Crowds chanted against hate crimes and discrimination, and shouted for "sexual freedom!" with police and organizers saying more than 100,000 had joined the Pride March.
"Today I'm marching so that tomorrow we don't have to hide... so that children don't suffer from bullying like I did," Roberto Arellano, 28, told AFP.
"Love is not a crime," he added.
Carrying a white coffin symbolizing people from the LBGTQ community killed across Mexico, those marching shouted for "justice!"
Rights advocacy group Letra S estimates that 231 members of the community were killed between 2001 and 2023, most of them transgender people.
The Mexico City march came as Pride events took place globally throughout June, with Costa Rica's rally scheduled for Sunday.
But on the eve of the parade, the planned celebrations in the capital San Jose were marred by the sacking of Culture Minister Nayuribe Guadamuz for giving official backing to the LGBTQ event.
That decision was taken "without the authorization of the president," according to a government statement announcing Guadamuz's dismissal.
The ousted minister's "declaration of cultural interest of the event has been annulled by the government this afternoon," the statement said.
According to the presidency, organizers had not obtained proper approval for the rally.
Geovanny Delgado, spokesman for the Diversity March, said the group went through the correct procedures and vowed "the march continues".
Elsewhere in Central America, Guatemala's constitutional court on Friday rejected a legal bid to cancel the Pride March which was held the following day.
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