Alpine skier Mike Janyk and snowboarder Mercedes Nicoll, both members of Canada's 2006 and 2010 Olympic teams, will join thousands of marchers in the 2010 Olympic city, adding their voices to the growing outrage over Russia's anti-gay laws.
Foreign competitors and spectators at the 2014 Sochi Olympics will have to abide by a new Russian law banning "gay propaganda."
Russian Sports Minister Vitaly Mutko said on Thursday any athletes or visitors to the Winter Olympics found breaking the law would "be held accountable".
Foreigners can be deported from Russia, in addition to being fined up to 100 000 roubles ($3 000) or held for up to 15 days.
"Seeing what's going on in Russia it does feel really cool to at least stand up and hopefully have a few people take notice of that," Janyk told Reuters.
"The opportunity came up to go in the Pride parade as an Olympian and I thought, oh that's a great idea and then all this other stuff came up and it is even more important now."
Even before the Russian controversy, the Canadian Olympic Committee (COC) had taken steps to raise its profile among the gay/lesbian community by taking part in a number of Pride events across the country.
Canada, winner of a Winter Games record 14 gold medals at the 2010 Olympics in Vancouver, is expected to send one of its biggest-ever contingents to Sochi with the COC expressing its disappointment in the Russian anti-gay position.
"Playing sports is a human right and should be available to all regardless of race, gender or sexual orientation," COC spokesperson Dimitri Soudas told Reuters in an email.
"Since London 2012, the COC has been involved in more than 100 events, with approximately 800 Olympians.
"This year, for the first time ever, we added Pride festivals to our long list of community involvement.
"Our aim is to showcase athletes in ways highlighting Canada's values and pride. We believe in the power of sport uniting individuals of all races, genders and sexual orientation.
"We oppose discrimination of any kind."
The United States Olympic Committee (Usoc) is also paying close attention to the controversy.
While the Usoc has downplayed any suggestions of a possible boycott over the issue, it is making moves to ensure the safety of athletes and Americans traveling to the Black Sea resort for the Games.
In a letter sent to athletes and seen by Reuters, the Usoc emphasised that it is closely monitoring the situation, admitting it did not know to what extent Russian officials will enforce laws that have a number of anti-gay components.
"The purpose of this letter is to let you know that we are aware of these laws and are engaged in active discussions with the International Olympic Committee and the US state departmen t about how we can ensure that every American in Sochi and especially our athletes, are safe and secure at the Olympic and Paralympic Games," said Usoc chief executive officer Scott Blackmun.
"Every time we field a team, the safety and security of our athletes is a primary concern." – Reuters