Amid a heavy police presence, about two dozen flag-waving activists briefly appeared outside an office building in central Belgrade and sat down on the sidewalk for what they described as a "small, silent, non-violent and motionless protest."
Police have banned the parade for the last two years, saying they fear a repeat of the violence from 2010 when more than 100 people were injured in day-long clashes with the extremists.
Even so, activists announced plans to hold an event in September 2013, saying they hoped that would give authorities enough time to allow the march. The ban has drawn criticism at home and abroad.
Human Rights Watch urged Serbia on Friday to revoke the decision and provide security for the marchers. The group says "basic human rights are being thrown overboard."
"Pointing to security risks without any visible effort to come up with a reasonable plan to make the Belgrade Pride Parade happen is succumbing to threats of violence," said Boris Dittrich, the group's Lesbian, Gay, Bisexual, and Transgender (LGBT) advocacy director.
Activists at the indoor event on Saturday said they will put pressure on the authorities to pass a declaration in the parliament against homophobia and amend the criminal law to include hate crimes.
Improving gay and other human rights is key for Serbia, whose new, nationalist-led government has pledged to continue with the country's bid to join the European Union. EU's enlargement commissioner Stefan Fule has urged the authorities to make sure any future events will be held.