Hudson's mother and brother were shot to death Oct. 24 in their home on Chicago's South Side. The body of Hudson's 7-year-old nephew was discovered in a parked sports utility vehicle on the city's West Side last Monday.
The estranged husband of Hudson's sister Julia has been called a person of interest in the case, but has not been charged. He was being held on an alleged parole violation.
The Chicago Tribune said a procession of three hearses and a school bus Monday pulled up to the Apostolic Church of God where about 200 people had gathered to pay their final respects to the dead at the invitation-only service. Fans and media reportedly gathered nearby behind police barricades.
Those who entered the church were required to have blue admittance slips.
Side streets around the house of worship were temporarily closed down and no one gained access to the church parking lot without a blue ticket, the Tribune noted.
The Rev. Jesse Jackson and Chicago Mayor Richard Daley both spoke at the service, during which Jennifer Hudson kissed her mother goodbye and "American Idol" winner Fantasia Barrino sang "Your Grace and Mercy," People.com said.
Among the mourners were Oprah Winfrey, Usher, Queen Latifah, Patti LaBelle, Missy Elliott, Clive Davis and Ciara, E! News reported.
After the service, the three Hudson family victims were buried at Oak Woods Cemetery on the South Side of Chicago, People.com said.