Harald, a reformer who spent more than three decades on the throne after gradually emerging from the shadow of his popular and charismatic father, died at a time of multiple crises for the Norwegian royal family.
A procession on foot from the royal palace to Oslo Cathedral started at 8pm AEST, punctuated by the sound of cannons being fired from Oslo's Akershus fortress.
Tens of thousands of people lined the capital's Karl Johan Avenue, police said, with crowds falling completely silent as the coffin passed.
The procession was followed by a church ceremony, which started at 9pm AEST. It began with a nationwide minute of silence.
Among the guests are Britain's Prince William and Princess Anne; Japan's Crown Prince Akishino and Crown Princess Kiko; Spain's King Felipe, Queen Letizia and Queen Sofia; Sweden's royal family; and Denmark's King Frederik and Queen Mary.
Heads of state from around the world were invited.
Ukraine's President Volodymyr Zelenskiy arrived in Oslo late on Tuesday, meeting with Norway's prime minister to discuss the war with Russia, officials from both sides said. He also marched in the procession.
Representing the United States was Allison Hooker, Under Secretary of State for Political Affairs, the Norwegian government said.
Queen Mette-Marit, 53, the commoner wife of Norway's new King Haakon VIII, attended the funeral but travelled by car with Harald's widow, Queen Sonja, 89.
Mette-Marit is recovering from a lung transplant she underwent in June. Last week, she had to cancel plans to attend her husband's oath ceremony in parliament due to complications following her operation.
Her son, Marius Borg Hoiby, from a relationship before her marriage to Haakon, was at the funeral despite being under house arrest and wearing an ankle monitor after his conviction for rape and domestic violence. He is appealing the sentence.
Hoiby was one of the pall-bearers during the transfer of Harald's coffin to the royal chapel, drawing criticism in some quarters in Norway and abroad.
After Wednesday's service, a smaller procession will accompany the coffin to the royal crypt at Akershus Fortress overlooking Oslo harbour. There, Harald's coffin will be placed in a sarcophagus, alongside those of his parents.
When Haakon emerges from the crypt, the national mourning period will formally end and flags that have flown at half-mast since Harald's death will be raised. Church bells across Norway will ring for an hour.
Norwegian police said securing the funeral has been the largest planned operation in the force's history, with large crowds lining central Oslo. School children have been allowed to skip classes to attend the funeral.
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