Cast mates Dominic Chianese, Joe Pantoliano, Michael Imperioli, Vincent Pastore, Aida Turturro, Steve Schirippa and John Ventimiglia also turned out for the mass at the Cathedral Church of St. John the Divine in Manhattan, alongside Gandolfini's grieving wife Deborah Lin and his 13-year-old son Michael from a previous marriage, the New York Daily News reported.
Gandolfini died June 19 of a heart attack while on vacation with his family in Italy. He was 51.
The Very Rev. Dr. James A. Kowalski, the church's dean, officiated the funeral while David Chase, the creator and executive producer of "The Sopranos," delivered a eulogy.
Chase read a letter to Gandolfini, saying he thought he always maintained the joy of a child when playing a role.
"That's why I think you were such a great actor, because of that boy inside," Chase said. "I think your talent is that you can take the immensity of humankind and the universe and shine it right back at us."
Speaking at the funeral, Gandolfini's wife thanked her late husband for their five years of marriage, the Daily News said.
"My husband was an honest, kind and loving man," she said. "He cared more about others than himself. ... Thank you for the memories of the beautiful life we spent together. I love you Jim, and I always will. Rest in peace."
An invitation-only viewing for Gandolfini, a New Jersey native, took place the day before at the Robert Spearing Funeral Home in Park Ridge, N.J., CBS News said.