Officers moved in to disperse a crowd of around 2 000 counter demonstrators at the end of the "Baltic Pride 2010" march, as they hurled stones, bottles and firecrackers from behind security barriers.
Twelve people were arrested, police said.
Gay rights campaigners had on Friday won an appeal against a court decision to ban their parade in this overwhelming Catholic and former communist EU nation of 3.3 million people, where homosexuality is largely taboo.
"We've made a decisive step towards greater tolerance," Vytautas Valentinavicius, one of the organisers, told AFP.
Around 300 people took part in the landmark march, with a heavy police presence protecting them from the protesters.
"I feel like I've taken part in an historic event," said Ieva, a medical student, who attended the parade with her partner Monika.
"My friends know I'm a lesbian, but not my parents. The pressure of the traditional model is really strong. But they'll see the photos and that we're just ordinary people. I hope that it'll be easier to tell them," she said.
The atmosphere was festive, with participants marching to the sound of drums under a huge rainbow banner - a global symbol of gay rights.
Same-sex relations were decriminalised in Lithuania in 1993 - two years after the country won independence from the crumbling Soviet Union, which had banned homosexuality.
But opposition remains entrenched. Opinion polls indicate that most Lithuanians consider homosexuality a perversion, and many gays in the Baltic state live a double life.
"I have several gay friends who hold senior posts," said Ramune Zvirblyte, who works in the administration of Vilnius University.
"I'm here for them. They didn't dare come here because they were afraid of being recognised. They were scared they'd face prejudice in their professional life," she said.
Besides representatives of Lithuania's gay community and their local supporters, the rally also drew foreign participants including members of the European Parliament and Birgitta Ohlsson, Sweden's European affairs minister.
"I'm glad to be here. It's important to support others," said Stiofan McFadden, a campaigner from Scotland.
Here's one video of the pride march here.