A second cousin of Britain's King Charles and godfather to heir Prince William, Constantine II lived most of his life abroad, but returned to his homeland in his latter years.
He died at an Athens hospital last week, aged 82.
Britain's Princess Anne, and Spain's King Felipe and Queen Letizia were among the attendees at the Metropolitan Cathedral in central Athens.
Thousands of people had earlier queued for hours to pay their last respects.
At 27 years old, Constantine had only been king for three years when he was forced into exile in 1967 with his wife Princess Anne-Marie and his family.
He was deeply unpopular for his decision to swear-in the military junta who seized power in April that year.
He briefly cooperated with them before staging a failed counter-coup that led to his exile.
The junta abolished the monarchy in 1973. Athens later stripped him of his citizenship.
In an emotional speech, his son Pavlos said his father would live on in their minds and hearts.
"For us and for all Greeks the strength of the country lies in the love of the Greek people for their homeland. We as you dear papa, we've always loved Hellas and its people. Safe journey"
Monday's service, officiated by the country's Archbishop, Ieronymos, was private, reflecting Constantine's status as a former king.
