BELGRADE, SERBIA—Several dozen Serbian gays, lesbians and transgender people marched on Saturday in Belgrade, hailing the expected election of a first openly gay prime minister as historic for the Balkan country.

Activists gathered at a pride event in the city centre under heavy police protection. They carried banners reading “we want life worthy of humans” or “support matters.”

Serbia’s gay community has faced pressure and violence from extremist groups in the staunchly conservative nation. Activists demanded on Saturday that the authorities do more to curb anti-gay sentiments following recent incidents against transgender people.

Meanwhile, Serbian lawmakers convened to launch proceedings needed for the election of Ana Brnabic as the new premier. If confirmed, the 41-year-old Brnabic will become Serbia’s first female and openly gay prime minister.

“That is something historical for Serbia and groundbreaking,” said gay activist Predrag Azdejkovic. “We expect to have a meeting with the prime minister and to tell her what we want from her government.”

He added that “we want more, better and quicker (response) especially from the police but also from the jurisdiction and courts.”

The march in Serbia coincided with the weekend’s celebration of WorldPride in Madrid.

Brnabic is expected to take office next week after a parliamentary vote. Serbian President Aleksandar Vucic proposed the U.S. and U.K.-educated business and marketing expert Brnabic after he switched from premier to president in April.

Analysts say Brnabic’s nomination is Vucic’s tactic to please the West after his recent apparent shift toward Russia. He has formally proclaimed European Union membership a “strategic goal.”

A ruling official Aleksandar Martinovic said in parliament on Saturday he expected Brnabic’s government to continue Vucic’s policies of EU integration, while also deepening ties with Russia and China.