Only about 150 people, close family and friends of the controversial director, were permitted inside the Nieuwe Ooster crematorium during the service.
A crowd of 700 watched the live broadcast on Dutch public television network NOS from outside the building where giant screens had been set up.
Van Gogh, 47, was shot and stabbed a week ago while cycling through Amsterdam near his home.
Police arrested his suspected killer, 26-year Mohammed Bouyeri, of dual Dutch-Moroccan nationality, shortly afterwards.
Authorities say Bouyeri left a letter on the film maker’s body threatening several Dutch politicians and quoting from the Koran.
Five other men have been arrested in connection with the killing, all believed to be of North African origin.
The Amsterdam prosecutor said the five detainees are being held on suspicion of belonging to a terrorist organisation which had plotted Van Gogh’s murder and was preparing other attacks.
Van Gogh angered members of the Netherlands’ 900,000-strong Muslim community in August after the televising of his short film ‘Submission’ for its depiction of the treatment of women under Islam.
Since Van Gogh was slain, a number of attacks against Muslim targets have swept the Netherlands.
The latest being a fire at an Islamic primary school in the southern town of Uden.
Mayor Joke Kersten told NOS television that graffiti scrawled on the school’s walls referred to the murdered director saying: “Theo, rest in peace.”
No one was hurt in the blaze but the structure was severely damaged.
On November 8, a bomb exploded at an Islamic school in Eindhoven causing major structural damage.
A day later, Molotov cocktails were thrown at two Protestant churches in Utrecht and Amersfoort in apparent tit-for-tat reprisals at the surge in anti-Muslim violence.
Three mosques across the country have also been targeted by arsonists.
The Dutch Prime Minister Jan Balkenende has condemned the attacks on Muslim places of worship and schools and called for an end to the spiralling hate crimes.
“We must… avoid a climate of radicalisation. An attitude of ‘us against them’ will not get us very far,” he said.