Police detained campaigners who unfurled rainbow flags or held placards and dragged them into a police bus.
A few dozen gay rights activists gathered at Palace Square on Saturday afternoon in defiance of a ban on holding the rally.
Russian police detained around 25 of them who took part in an unsanctioned rally in St Petersburg.
Earlier in 2013 Russian Government passed a law banning the spreading of gay “propaganda”.
Organizers of the campaign had said they would stage one-man protests to demand freedom of association after city authorities turned down their request to hold a parade.
A man who was pictured in front of the Alexander Column holding a placard featuring a rainbow which read: “My mum loves me, my dad loves me, my friends love me, why cannot you?”
There were no clashes between the police and the activists.
The gathering coincided with Pride celebrations and marches around the world, most notably in Brighton where up to 300,000 people are expected to attend.