Patriarch Irinej asked Prime Minister Ivica Dacic to prohibit both events, calling the gay pride event a "tragicomic parade of shame" and the photo exhibit "deeply insulting," B92 reported Wednesday.
The exhibit by Swedish artist Elisabeth Ohlson Wallin, dubbed "Ecce Homo," was scheduled to open Wednesday night at the Center for Cultural Decontamination.
Center director Borka Pavićević has stated she believes the exhibit will be held without major problems.
The parade is scheduled for Saturday, even though it has not received a permit.
Goran Miletic, a member of the parade organizing committee, said that while organizers had respected officials' decision to ban the parade in previous years, they "will not just sit" this year.
A social conservative and clerical political movement, the Dveri Movement, has said it will file charges against organizers of the exhibit for inciting national, racial and religious hatred and intolerance
Dacic has said the gay pride parade will be banned if the risks to life and property are deemed too high.