The highlight of the festival will be a visit on Thursday by Pope Francis.
Pope Francis arrived on Monday for his first trip abroad since becoming head of the Roman Catholic Church.
The pontiff’s visit is taking place under tight security, after weeks of protests against the government and corruption.
Tuesday’s evening mass at Copacabana Beach will be led by Rio’s Archbishop Orani Joao Tempesta.
Pope Francis will welcome pilgrims to the five-day festival, which is expected to draw about 1.5 million people from around the world.
The Pope, who is from neighboring Argentina, has no public events scheduled for Tuesday and was spending time at a private residence.
Correspondents say Brazil is reviewing security around the 76-year-old pontiff after he was mobbed by adoring crowds following his arrival in Brazil on Monday.
Many were able to stop the Pope’s motorcade as it travelled through Rio and reach their hands inside his car’s open window.
“The Pope’s secretary told me he was terrified, but the Pope kept smiling,” Vatican spokesman Federico Lombardi told reporters.
Pope Francis was officially welcomed at the state governor’s palace by President Dilma Rousseff. However, police outside later fired tear gas to disperse people who were protesting against the government, but also against the cost of the papal visit.
On Wednesday Pope Francis will visit the Shrine of Our Lady of Aparecida in Sao Paulo state, where a homemade explosive device was discovered on Sunday.
The authorities said the device was “of low power” and nowhere near the area where the Pope and pilgrims will visit.
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