Victorian Premier Daniel Andrews has vowed to introduce laws on adoption equality as he led the Melbourne Pride March on Sunday.

Mr Andrews was the first premier to ever lead such a march, which supports lesbian, gay, bisexual, transgender and interest community.

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He said it was important to send the strongest possible message that every Victorian has the right to be respected and to feel safe “in being exactly who they are”.

“That’s something that’s critically important to me and my government. This is a new government and we have different priorities and equality is not negotiable,” Mr Andrews said.

He promised to continue to push for same sex marriage in the federal sphere and said he would introduce laws on adoption equality.

“My view is a person’s gender identity or sexual orientation has nothing to do with their capacity to be a loving and caring parent,” he said.

About 4,000 people and about 130 organisations took part in the march on Sunday.

About half of the Victorian cabinet attended, along with police and about 200 members of the Country Fire Authority, who for the first time, wore their work uniforms in the parade.

Equality Minister Martin Foley said it was important to send a strong message of support for the community.

“Gay marriage, marriage equality, is an issue for the Federal Parliament following the High Court decision, but the Victorian Government has made it clear that it will be calling on the Federal Parliament to stand up and support marriage equality,” Mr Foley said.

– with ABC