Prime Minister David Cameron and London Mayor Boris Johnson were among those attending services at Bury Parish Church, and mourners lined the road from the church to the cemetery where Rigby was privately buried, the BBC reported.
Rigby, 25, a drummer in the 2nd Battalion Royal Regiment of Fusiliers, was stabbed to death in May as he returned to London's Woolrich barracks. The two men accused of his slaying, who have suspected ties to radical Islamists, are scheduled to be tried in November, CNN said.
At the funeral service, Rigby's widow, Rebecca Rigby, 30, thanked "the kind and generous people" who sent their support and condolences. His stepfather, Ian Rigby, 54, said: "Lee has become a hero. Whatever the intention was, it's backfired, because it's made Lee into a hero and a martyr."
Ian Rigby also mentioned "the support and unity through the country," with messages from mosques, "Jewish sections, every religion you can think of and not just in this country."
Soldiers maintained an overnight honor guard at the site of Rigby's casket, The Daily Telegraph reported.