Reports say the marchers, numbering about 200, were subjected to jeering and heckling from some bystanders and that, despite the police presence, a tear gas cannister was thrown at them.
The country's Interior Minister, Sime Lucin, and several members of parliament and human rights officials joined the march.
Correspondents say prejudice against homosexuality is strong in Croatia, but in recent years a few gay and lesbian bars have opened across the country.
The group which organised the march, Iskorak (Step Forward), is responsible for launching a campaign to give same-sex couples the same legal rights as married couples.
'Fight for your rights'
The participants marched around the main square of the city before making speeches in a nearby park.
Some passers-by applauded, while others shouted abuse.
"Love each other and fight for your rights," Interior Minister Sime Lucin told the marchers.
"We wish to show how the Croatian society is mature and democratic and also show the positive side of sexual minorities," said Iskorak spokesman Dorino Manzin.
"We didn't want to dance naked or flash our bare bottoms or anything like that," he added. "We just wanted to be heard and accepted."
No prominent Croatian politician, sportsman or pop star has ever admitted to being gay.
But the head of the lesbian association Kontra, Sanja Juras, said the march would provide an opportunity for gays and lesbians in the conservative, Catholic country to "come out".