The black-and-white program features a portrait of the actor on the cover, along with the seal of The Cathedral Church of Saint John the Divine, where the service was held, the New York Post reported Friday.
The cover reads, "A Celebration of the Life of James John Gandolfini."
Several of the programs have wound up on eBay, including one listing asking for at least $1,000, the Post said.
"James Gandolfini funeral program June 27, 2013 16 pages. Program from his funeral I attended," reads one listing, that has a starting bid of $1,000 and offers a Buy It Now price of $1,300.
Another listing for a "pristine, mint condition" program with "no tears, no folds," starts at $85 and offers a Buy It Now price of $1,200.
Neither of the listings has had much action, but those priced at lesser amounts, between $50 and $100 have had more action, the newspaper said.
Thousands of people turned out for Gandolfini's funeral Thursday, including his "Sopranos" co-stars.
The actor died June 19 of a heart attack while on vacation with his family in Italy. He was 51.