And show off their pride they did.
"We came here as a family," said parade goer Jazmine Graciani. "Everyone here is family even if Idon't know you. Today, you're family."
For the 43rd year, the city's annual Pride Parade got off to a colorful and festive start with a theme of "Pride Links Us Together."
"In the early years it was pretty much gay people in the parade, but now we have our friends, relatives and coworkers," said parade organizer Rich Pfeiffer.
The parade itself was as diverse as the community it represents. It was colorful. It was loud and it was proud.
"It's wonderful to see everyone together," said Laura Michael. "Everyone is having so much fun. We get to be exactly who we want to be and it's amazing."
Illinois Gov. Pat Quinn and Chicago Mayor Rahm Emanuel were among the many politicians who greeted crowds, which were estimated at 850,000.
"This is my first time here," Sheila Ginwright said. "All of the people and just all of the love. Loving it. Loving it."
The parade traveled through the Lakeview neighborhood. But this year because of safety concerns, it took a new route , stepping off at Broadway and Montrose and ending at Diversey and Sheridan. That's 22 blocks longer and allowed for better access to public transportation.
The Pride Parade is considered Chicago's second largest parade with more than 200 performers, decorated vehicles, walking groups, marching bands, and floats.
And for the first time, out, active duty members of the military marched without fear of losing their jobs.
"What's really great is to see it and be who you are," said Arman Collins, a former army military police officer.
But beyond the outlandish costumes, there was a serious theme to Sunday's parade. A wish expressed by parade organizers and politicians alike that this could be the year that sees Illinois legalize gay marriage.
The parade's grand marshal was Evan Wilson of Freedom to Marry, a campaign to win marriage equality nationwide.
"This is the year I hope we can bring to Illinois what we brought last year to New York, the freedom to marry," Wolfson said.