According to a spokesperson for the organisers, around 65,000 people marched through the city centre in a colourful parade with floats, which was lined with hundreds of thousands of onlookers and revellers despite intermittent rain.
There had been no incidents by Sunday afternoon at the time of writing, according to both police and organisers.
Everything was "peaceful and joyful," said a police spokesperson.
The organisers also described it as a "super-peaceful" demonstration. The two-week Cologne Pride, which included the parade and a two-day street festival, attracted a total of around 1.1 million people, they said.

Last year, there were 1.4 million visitors, but the rain apparently deterred some this time.
This year's demonstration was held under the motto "For Queer Rights. Many. Together. Strong." As in previous years, politicians also took part in Cologne Pride, including Labour Minister Bärbel Bas (SPD) and former Health Minister Karl Lauterbach (SPD).
Cologne Pride, dedicated to demanding equal rights for homosexual, bisexual, transgender, intersex, and queer people, is one of the largest of its kind in Germany. It is organised annually by the Cologne Pride Association.
Pride dates back to the police storming of the Stonewall Inn gay bar on Christopher Street in New York on June 28, 1969. This was followed by days of violent clashes between activists and security forces.
Comments