Constantine II, a second cousin of Britain's King Charles and godfather to heir Prince William, lived most of his life abroad, but returned to his homeland in his latter years. He died at an Athens hospital last week, aged 82.
Linked to the German House of Glucksberg which has connections with royalty throughout Europe, Constantine II was the only son of King Paul and Queen Frederica of Greece.
He was buried at Tatoi, the family's former estate north of Athens where his ancestors are also interred. His sons and grandchildren bore the coffin, singing the national anthem. As they lowered it, people chanted "Immortal!".
"God's will was for you to take your last breath in our homeland, which you loved like nothing else all your life," Pavlos, Constantine's eldest son, said in an eulogy earlier.
Royals from Europe, including Britain's Princess Anne, and Spain's King Felipe and Queen Letizia attended the Orthodox Christian service at the Metropolitan Cathedral in Athens.
Also among the guests were royals from Denmark, Norway, Sweden, the Netherlands, Belgium, Luxembourg, Serbia and Monaco.
Many are related. Pavlos exchanged a bear hug with Spain's Felipe, his first cousin, on the steps of the cathedral moments before the ceremony started. Spain's Queen Mother Sophia, Constantine's sister, looked visibly upset during the hour-long ceremony.
Thousands of people had earlier queued for hours to pay their last respects.
"I'm sad and proud that I was able to honour him until the final seconds of his life"," said Dionysios Klonaris, 76.
His friend, Aphrodite Koulouris, 70, added: "I live for the moment that his heir, Pavlos, becomes king."
Constantine was 27 years old and had been king for three years when he was forced into exile in 1967 with his wife Princess Anne-Marie, the youngest daughter of King Frederick IX of Denmark, and his family.
He was deeply unpopular for his decision to swear-in the military junta who seized power in April that year. He briefly cooperated with them before staging a failed counter-coup that led to his exile.
The junta abolished the monarchy in 1973; in a referendum after it fell in 1974, Greece rejected monarchy again.
Monday's service, officiated by the country's Archbishop, Ieronymos, was private, reflecting Constantine's status as a former king. Some onlookers booed the culture minister, reflecting anger that the funeral was not more official.
In 1994, the state stripped Constantine of his Greek citizenship unless he recognised the end of monarchy and stated a second name in official documents. It also seized Tatoi, the family's residence, and a palace on the island of Corfu where Britain's Prince Philip was born.
In interviews over the years, Constantine would recall that he was not allowed to return to Greece to advocate for himself at the time of the referendum. But he seemed resigned to the outcome.
"If the Greek people decide that they want a republic, they are entitled to have that and should be left in peace to enjoy it," he was quoted as telling Time magazine in 2002.