Luzhkov was quoted today as comparing such an event to a "satanic act."
The event's organizers said today they had filed an appeal to the European Court of Human Rights in Strasbourg.
They are asking for 20,000 euros ($25,845) in compensation for what they say is a violation of their freedom of assembly.
Luzkhov banned an attempt to hold the city's first gay and lesbian parade in 2006.
A group of gay rights activists tried to defy the ban, but their May rally was broken up by police, religious, and nationalist protesters.