About 500 people marched behind a gold-coloured hearse carrying the body of Kugan Ananthan, who died in police custody last Tuesday.
The procession from Universiti Malaya Medical Centre (UMMC) in Petaling Jaya - where the second post-mortem was conducted on Sunday - left at 2.05pm.
The crowd marched to a Hindu cemetery some 20 kilometres away in Puchong and briefly walked pass the police station in Subang Jaya where Kugan died.
The long march, under the hot sun and later in heavy rain, took two hours and 30 minutes to reach the destination.
Earlier this morning, police closed all roads leading to UMMC ahead of the funeral procession.
The police have arrested five people - three for wearing a T-shirt of the banned movement Hindraf, and the other two for trying to breach a police barricade to enter the UMMC mortuary.
Among those arrested was Hindraf coordinator RS Thanendran.