Carlton and Richmond AFL footballers have marched together in support of gay rights at an annual gay pride event in Melbourne.

Carlton player Brock McLean and Richmond's Daniel Jackson joined amateur footballer Jason Ball at the St Kilda march on Sunday afternoon.

Thousands of gay rights supporters were there, some in fancy dress.

Ball, who is openly gay, launched a campaign last year lobbying the code to create a pride round.

He says McLean and Jackson's involvement in the parade will encourage the AFL to tackle homophobia in the game.

Ball says the event was especially significant for McLean, whose sister recently came out.

"I don't know if [McLean would] be aware how many lives he has touched and changed in the process of taking the stand that he has done," he said.

"He's not only a role model for the gay community but also for people who are straight because I think he's sort of given permission for straight people to get on board."

Yarra Glen amateur footballer Jason Ball led the gay pride march at St Kilda, Melbourne on Sunday. ( change.org, file image. )

'Next step'

Meanwhile, the Victorian opposition says it wants to expunge criminal convictions recorded against gay men more than 30 years ago.

Opposition leader Daniel Andrews made the announcement at yesterday's march.

He says homosexuals have suffered long enough with an irrelevant conviction.

"I think the time has now come, the next step obviously is to do away with the criminal records that hundreds and perhaps thousands of gay men still have to live with," he said.

"There's an element of shame, there's hurt and of course there's a lot of practical impacts, as well in terms of visas and job applications and all of those things."

The Opposition says it will refer the matter to the Victorian Law Reform Commission if elected next year.