Mr Mundell will host a reception in Edinburgh on Thursday to celebrate the work of LGBT campaigners and organisations supporting the community in Scotland.
The MP for Dumfriesshire, Clydesdale and Tweeddale said: “Coming out was one of the most difficult things I have done, but also one of the most important. I was overwhelmed by the support I received from friends, family and colleagues. Everyone should feel able to live their lives as they wish, in safety and confidence, without fear of judgment or discrimination.
“We have come a huge way in better rights for our LGBT communities, and LGBT History Month is a valuable reminder of those hard-won achievements. But we still have more to do to build a wholly inclusive and accepting society.”
He came out three years ago.