Two people were killed and 21 were injured after a shooter attacked multiple bars in the city in the early hours of Saturday in what police called an “act of Islamist terrorism”.
But crowds of people still marched with their colourful pride flags on Monday night outside the city hall, having defied police advice for Monday’s pre-planned event to be postponed for safety reasons.
Instead they held up signs which read “you can’t cancel us” and “sexual freedom”.
Monday also marked the anniversary of New York's Stonewall riots of June 1969, seen as the protests that spurred on the international gay rights movement.
Now Norway has raised its terrorism threat to its highest level in the wake of Saturday's attack.
Police arrived at the scene five minutes after receiving the first emergency calls and arrested the suspect.
Oslo police official Martin Strand said following the attack: “The threat-assessment is still standing. We have an unclear terror situation.”
Zaniar Matapour, a Norwegian citizen of Iranian origin, was named as the suspect in the gay bar shooting by a Norwegian court.
Matapour is accused of murder, attempted murder and terrorism. His response to the accusations is not known.
He will undergo a psychiatric evaluation, police said.