Ohlsson, the Minister for European Union Affairs, was targeted along with several other politicians at the event in Vilnius. Protesters attempted to disrupt the parade, which was attended by hundreds, by throwing eggs and attempting to storm the stage.
"A few eggs hit me in the head," Ohlsson told Expressen.
"Yes, it was definitely drama. Eggs were thrown at us and some hit me in the head and my body. It was a hateful atmosphere and I saw neo-Nazis and religious fundamentalists screaming hateful rhetoric."
The parade, which was dubbed the "March for Equality", is only the second ever gay pride event held in Lithuania which is a largely Catholic country.
A total of 28 arrests were made including Petras Grazulis who is an anti-gay lawmaker who attempted to encourage protesters with a bullhorn. The rioters tried to storm the stage but police cordoned them off.
Lithuanian politician Giedre Purvaneckiene, who stood at the front of the stage with Ohlsson and other dignitaries, was also targeted by the eggs.
"It shows that we need to march until eggs aren't thrown anymore and people can march freely and without fear," Purvaneckiene told the Associated Press.
Ohlsson did make a speech where she criticized Russia's law against "homosexual propaganda."
"It's absolutely disgusting too see how right-wing extremists attack LGBT people not just in Russia but also across Europe. This is where the EU has an important role to play," she said.
Associated Press reported there was one police officer injured in the day's event.