The duchess' widower Alfonso Diez, her six children and nine grandchildren were joined by Infanta Elena, the sister of King Felipe, along with 4,500 mourners at the service in Seville Cathedral.
The Duchess' coffin was draped in the flags of Spain and the House of Alba
On her coffin, which was draped in the flags of Spain and the House of Alba, rested a wreath of roses from Alfonso, her third husband.
His message said: "I don't know if I was able to tell you how much I love you, loved you and will always love you."
Cayetana Fitz-James Stuart spent happy days living with the dashing civil servant, who was 25 years her junior, in the Andalusian city. It was there on Thursday morning that she passed away at Las Dueñas, her magnificant 14th-century residence, which was famous for its courtyards filled with lemon trees.
The Duchess of Alba's husband Alfonso Diez and her daughter Eugenia
On hearing the sad news the king telephoned Alfonso and the duchess' son Cayetano to pass on his condolences. His father King Juan Carlos and mother Queen Sofia sent a wreath as a sign of respect.
It's not just the royal family that wanted to support the House of Alba at the emotional final farewell for its beloved matriarch who died aged 88.
Arriving heads bowed in sorrow, the Fitz-James Stuarts, were greeted every step of the way by ordinary members of the public, clapping and shedding tears of grief with them.
The Duchess of Alba's funeral in Sevill was attended by 4,500 mourners
Her death was announced by the city's mayor who said the duchess "always held a place in her heart for Seville and so she will always be remembered in the heart of Seville".
The city had indeed done her proud. A day of mourning was declared and flags have been flying at half mast for Cayetana, who had an estimated fortune of £3bn as well as lands and palaces the length of Spain.
Her husband Alfonso stands next to the Duchess' heir Cayetano and daughter Eugenia
Despite her fabulous wealth, she would often kick off her shoes at fiestas and dance with the locals.
The last time the flamboyant noblewoman was seen doing this was at her wedding to Alfonso in 2011.
Asked what her only regret was, Cayetana once said that it was not having been born in Seville. It didn't matter. On Friday, they bid her farewell like a true daughter of Andalusia.