McQueen hanged himself in his flat earlier this month on the eve of his late mother's burial. He was 40.
People.com said the younger McQueen's private funeral took place at St. Paul's Church in Knightsbridge.
London's Evening Standard reported McQueen's father, Ronald, and Alexander's five siblings attended Thursday's service.
A public memorial is expected to take place later this year, a spokeswoman for McQueen's label told People.com.
"We are focusing right now on the Paris show, which takes place on March 9," she said, referring to a planned showing of McQueen's latest line of clothing during Paris Fashion Week.