Anne of Romania, who is sometimes referred to as Queen Anne despite never actually serving in a role, died on 1st August in Switzerland.
Among those taking to the streets to pay their respects was 79-year-old Eugenia Cristescu, who said: "She was a symbol of our country.
"The royal family brought about great change in Romania. It raised us from being simple people and brought respect to the country."
Church bells rang out as thousands of Romanians lined the streets to bid farewell to Anne of Romania before her body was taken for burial to the Cathedral of Curtea de Arges, north-west of the capital.
Born in Paris, Anne was nearly 70 when she first visited Romania but married King Michael in 1948, months after he was forced by the communists to abdicate.
Her 68-year-old marriage to Michael is believed to be the reason she is so highly favour in Romania and neighbouring Moldova.
Aged 94, Anne's husband Michael has cancer.