Three of his SHINee bandmates carried the coffin as head mourners in the place of brothers, along with three members of band Super Junior. Signed under SM Entertainment, Jonghyun made his debut in 2008 with the group SHINee and went on to become a chart-topping singer.
A private funeral for family and friends was held afterwards at an undisclosed location.
It was not clear whether his remains would be buried or cremated.
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According to reports, police found the singer at his apartment in the Gangnam district of Seoul on Monday after his sister contacted police over concerns for his welfare.
South Korea, a competitive society, has one of the world's highest suicide rates.
Kim's close friend, musician Nine9, released his suicide note on her Instagram account, saying he had asked her to publish the message in the event of his death. "The depression that gnawed on me slowly has finally engulfed me entirely", it said.
While introducing the song, Jonghyun explained, "It's a song that I wrote because I wanted to say, 'When you feel pain because a loved one used to be there and is now gone, don't be too sad'". Just tell me I've done well.
Known for peppy songs and carefully-choreographed dance numbers performed with military precision, five-member SHINee made their debut in 2008 and have released five albums that swept charts at home and overseas, with some reaching Number 1 on the US Billboard World Albums chart. "Even if you can't smile don't fault me on my way".