Activists had called the parade for this afternoon at Istanbul's Taksim Square, but the city governor's office banned it after threats from far-right and conservative groups.
It is the third year in a row that the march has been banned.
Organisers denounced the decision and said the march would go ahead as planned.
"We are not scared, we are here, we will not change," the Pride Committee said in a statement today. "You are scared, you will change and you will get used to it.
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An AFP journalist said small groups had begun gathering at Taksim Square but a heavy police presence outnumbered the activists.
Several roads leading to Taksim had been closed.
In one of the biggest LGBT events in the mainly Muslim region, the 2014 Gay Pride parade in Istanbul drew tens of thousands of people.
Last year, with the city on the edge after bombings blamed on Islamic State group and Kurdish militants, organisers were denied permission to march.
Riot police fired tear gas and rubber bullets to disperse protesters who defied the ban.
This year, the parade coincides with the first day of a festival celebrating the end of the holy Muslim fasting month of Ramadan.
Critics accuse President Recep Tayyip Erdogan of having overseen a creeping Islamisation since he came to power, first as prime minister in 2003 and then president in 2014.
He has repeatedly infuriated activists with his conservative comments on sex and family planning, but has generally steered clear of commenting publicly on gay issues.
Homosexuality has been legal in Turkey throughout the period of the modern republic but gays in Turkey regularly complain of harassment and abuse.
"We are not alone, we are not wrong, we have not given up," the Pride Committee's statement said today.
"Governors, governments, states change and we stay. Threats, bans, pressures will not deter us ... We will not give up on," it added.