Russian media and human rights groups have been reporting that homosexuals in the Russian region are being “rounded up” and taken to “concentration camps”.
Up to 100 men are said to be held in the camps, and at least three have died.
On Wednesday afternoon, demonstrators draped in rainbows screamed "close the camps" and laid pink flowers as passing traffic beeped their horns in support.
Michael Salter-Church, co-chair of Pride in London, said: "It sends a shudder down the spine to hear about concentration camps in 2017."
He added: "Russia's abuses cannot be ignored."
Peter Scott-Presland, 68, said: "I wanted to show solidarity so they know they're not alone.
"They are being supported and we send them all of our love."
Steve Peck, 59, added: "This is happening internationally...it is unacceptable and has to stop."
That was an inspiring protest outside the Russian Embassy today. Hope it helps raise more awareness of the situation for LGBTI people pic.twitter.com/qXYxveTtQl— Fox Fisher (@theFoxFisher) April 12, 2017
An online petition asking for a full investigation into the "unlawful repression" of the gay population in Chechnya has been signed by almost 70,000 people.
The story broke on April 1 in an explosive report by respected campaigning newspaper Novaya Gazeta.
It claimed Chechen authorities were attempting a "complete cleansing" of homosexuals.
The Chechen Interior Ministry branded it an "April Fools' joke", with Kremlin-backed leader Ramzan Kadyrov saying there were no homosexuals in the republic for them to persecute.
His spokesman Alvi Karimov told Interfax news agency "you cannot arrest or repress people who just don't exist in the republic".
But Human Rights Watch said it was in "no doubt" about whether the "devastating developments" were happening.
Meanwhile, the Russian LGBT Network said they had been contacted by around 40 men affected by the round-up after setting up a confidential hotline.
Some men have reportedly been released severely injured, while others remain detained but exact details and numbers remain unclear.
Conservative peer Baroness Anelay said: "The detention and ill-treatment of over 100 gay men in Chechnya is extremely concerning.
"We expect the Russian government to fulfill its obligations to this end, and to uphold the rule of law."
Cross-party British MEPs have sent Prime Minister Theresa May and Foreign Secretary Boris Johnson a letter urging them to meet with the Ambassador of the Russian Federation to the UK. So far the Russian government has not publicly commented on the episode.
Chechnya is a Muslim-majority autonomous southern Russian republic.