Those attending said it was an important step for the city to have its own day of celebration.
A large group marched through Bath's streets holding placards and flags before joining a picnic with charity and music stalls at the Holburne Museum.
Claire Warner, from the organising committee, said: "It's important Bath has a Pride to call its own and we're so excited to have this first major historic event."Ms Warner continued: "We've not had one to call our own before, there have been smaller village Prides and one in Bristol. She said: "It is so special. I was born locally and to see how far Bath has come, the huge steps that have been taken in the last year alone is so beautiful to see.
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