The 14 Lokomotiv Yaroslavl players, along with 29 others, died when the team's chartered jet crashed Wednesday traveling from Yaroslavl to Minsk, Belarus, RIA Novosti reported.
The funerals took place after a memorial service at the team's arena. Police only let relatives and close friend enter the cemetery.
"Fan(s) will have a chance to visit the graves later," a police official said. "We don't want the relatives to be disturbed during the funerals."
The funeral for Lokomotiv player Ruslan Salei also took place Saturday in the defender's hometown of Minsk. Salei played 14 seasons in the NHL before joining Lokomotiv in July.
Lokomotiv President Yury Yakovlev said Saturday the team would not participate in the 2011/2012 Kontinental Hockey League.
"We should rebuild the team, there's no doubt about that," Yakovlev said. "But to that end, we need time and people."