The embassy will also raise the rainbow flag along with the American flag following the mourning period for the victims of the Orlando attack.
"The US stands firmly by the principles of equality for all, including members of the lesbian, gay, bisexual, transgender and intersex (LGBTI) community.
"It is in this spirit, and in celebration of June's LGBTI Pride month, that the US Embassy is lighting the Embassy building in the iconic colours of the LGBTI movement," said Michael Pelletier, Charges d' Affaires at the US Embassy here in a statement.
Quoting US President Barack Obama, the statement said, "In the face of hate and violence, we will love one another. We will not give into fear."
Forty-nine people and a heavily-armed gunman died when he opened fire and held hostages at a gay nightclub in Orlando, Florida, police said in the worst mass shooting in US history.