The US and other delegations left early after shooting rang out as the event got under way.
Protesters blamed some of those at the service for the leader's death.
Authorities accuse foreign mercenaries of the killing but questions about the attack remain.
The president's widow Martine, who was injured in the attack and treated in hospital in the US, was at the funeral with three of her children.
"Cry for justice. We don't want revenge, we want justice," she said, according to Reuters news agency.