On Sunday, helicopters could be heard flying over the Serbian capital.
She said: "The government is here for all citizens and will secure the respect of rights for all citizens". "We want to send a signal that diversity makes our society stronger, that together we can do more".
Serbia's first openly gay prime minister joined several hundred activists at a gay pride march that was held amid tight security in the conservative Balkan country.
Seven years ago, more than 100 people, mostly police, were injured when a group of anti-gay protesters attacked the rally in Belgrade.
Ms Brnabic became prime minister in June this year and has tried to shift focus away from her sexual orientation, asking: "Why does it matter?"
"Today we walk together and together we will stress that problems still exist and that we want to work together to solve them", said activist Goran Miletic.
Precisando embalar no Espanhol, Real Madrid recebe o Sociedad
Este domingo, em jogo da La Liga, o Real Madrid vai jogar ao reduto do Real Sociedad com um grande número de baixas importantes. A partida entre Real Sociedad x Real Madrid terá transmissão pela ESPN + no Brasil a partir das 15h40 (horário de Brasília).
Brnabic was elected earlier this year amid Serbia's efforts to improve its image as it moves toward European Union membership.
Previous Pride Parades mostly took place in the shadow of protests of Christian believers, far right activists, and hooligan football fans who sometimes provoked violent clashes with the police causing unrest among the citizens.
Serbia's embattled gays have faced widespread harassment and violence from extremists.
Quatro turistas americanas atacados com ácido em Marselha
Segundo uma porta-voz do Ministério Público, duas das turistas foram feridas no rosto neste domingo na estação Saint Charles. Os dois estariam a viajar entre Marselha e Paris quando o incidente aconteceu.
Belgrade's first Pride march, in 2001, ended with police firing in the air to disperse anti-gay nationalists and skinheads who stoned and beat participants.
Besides Brnabic the parade was attended by the minister of public administration and local self-government Branko Ruzic, minister of labor Zoran Djordjevic and the mayor of Belgrade Sinisa Mali.
Several pride events had been banned before marches resumed in 2014.
Woman who had her IVF paid for by George Michael gives birth
There were countless other stories of the singer's generosity revealed following the music legend's passing. He also secretly worked in a homeless shelter and donated millions of pounds to Childline over the years.
It is the first time that a Serbian prime minister joins the annual pride parade, which has been marred by violence in the past. A former ultranationalist who now says he is a pro-EU reformer, Vucic has declined invitations to attend the pride parade.