The British, French, German and Greek foreign ministers are among the mourners, as well as European Commission President Romano Prodi, the BBC reported.
The red-bricked City Hall, venue of Nobel Peace Prize award banquets, was bedecked with blue delphiniums -- Lindh's favorite color -- and white floral sprays and candles as the Stockholm Chamber Orchestra and Los Angeles Philharmonic Orchestra played classical music.
Standing in front of a large picture of a smiling Anna Lindh, Swedish Prime Minister Goeran Persson paid an emotional tribute to his former cabinet colleague.
"We have lost her, this is so, and this awareness hurts so dreadfully," he told the mourners.
Notable deaths of 2014 [PHOTOS]