The British supermodel was visibly upset as she left the Union Buildings in Pretoria, where the body of the former South African president lies in state, on Wednesday morning.
With dark sunglasses shielding her eyes, Naomi was helped by an aide as she left the site.
Naomi has for many years enjoyed a special bond with Mr Mandela; in the past she has referred to him as her grandfather and has been pictured by his side on a number of occasions. It came as little surprise then to see that she was wearing a 'family' security pass as she arrived to pay her respects.
Since arriving in South Africa, the 43-year-old has been spending time with Mr Mandela's loved ones, sharing happy memories.
"It has just been nice sitting with the family and having a cup of tea and talking with them," she told the Independent following Mr Mandela's memorial service on Tuesday.
U2 front man Bono and his wife Ali Hewson were also among those paying their last respects to the iconic leader on Wednesday morning. The singer held hands with Ali and Mr Mandela's former assistant Zelda le Grange, whose distress was evident as she left the site.
Bono — who for years spoke out against apartheid — spoke on Tuesday at the "honour" at being invited to attend Mr Mandela's memorial service, although he said there was "no appropriate send-off" for a man of his stature.
"There is no door big enough for him to step through," he told the Independent.
He also said he was struck by the way the people of South Africa had responded to the 95-year-old's death. "I was getting a little melancholy until I realised that is an Irish response," the star said. "The African response is singing and dancing."