MacKay was 35 when he was killed Feb. 12 in a shootout with former Los Angeles Police Department officer Christopher Dorner in the mountains around Big Bear, a resort east of Los Angeles.
MacKay was killed as he took part in the search for Dorner, who was being sought for the slayings of a couple in Irvine Feb. 3 and Riverside police officer Michael Crain Feb. 7. Dorner died of a self-inflicted gunshot wound in a mountain cabin.
His funeral began about 8 a.m. PST with a 5-mile long procession to the San Manuel Amphitheater in San Bernardino -- with accompaniment from bagpipers including Eric Rigler, a world-renowned piper, KCAL-TV, Los Angeles, reported.
MacKay -- who was a 14-year veteran with the San Bernardino County Sheriff's Department and a member of the San Bernardino County Sheriff's Department honor guard -- was a piper as well.
Mike Riley and members of the City of Boise (Idaho) Police Pipes and Drums unit traveled from Boise to play at MacKay's funeral, the Los Angeles Times reported.
"Since Deputy MacKay was a piper, there was a call for all pipes and drums to respond," he said. "We're here to temper the grief with honor."
MacKay's uncle, John Quinata, said the slain deputy was "a man who loved life so much that he carried his joy with him every day."
"Look around ... we're the ones he touched for a lifetime," he said.
MacKay is survived by his wife and two children.