While the Johannesburg Gay Pride will continue as planned, many people who wanted to attend the event were left shaken.
Most took to social media to vent their frustration.
The organisers said the pride event began as a defiance campaign and they will not be subjected to any threats based on sexual orientation and gender identity.
This despite reported threats of a terror attack by ISIS.
On Wednesday, the US Embassy in South Africa issued a security alert to American citizens to avoid large gatherings in and around Sandton, Johannesburg, over the weekend.
Although the US embassy didn't name the gay pride march, there are reports that it might be a target of a possible attack.
The organisation said it has assessed the situation, met authorities and learnt that there are other gatherings happening in Sandton on the same day.
"Johannesburg Pride has not been directly threatened. At this point postponing the march is hard.
"We urge you to remember the essence of why it began - it was to all intents and purposes a protest action," read the statement.
Twitter user Ibinathi Ngcobo wrote on the social media app: "Us standing our ground against the constant attack we face.
"But I don't know if potentially losing more lives is the answer as well; we know for a fact that unleashing terror and attacks are more prone to [be targeted against the most marginalised and oppressed groups."
Many echoed his statement, asking for the pride march to be postponed.
Meanwhile, President Cyril Ramaphosa criticised the US embassy for issuing the security alert, saying they jumped the gun.
"It was quite unfortunate that the US government issued that type of warning without having had discussions with the SA government.
"Law enforcement agencies are working around the clock to verify and look closely at the message from the US embassy.
"We were able to engage [the US] to understand precisely where this warning or information came from.
"We are doing that because warnings such as those cause panic among our people and South Africans should be best informed by the South African government," Ramaphosa said on Thursday.
