Kelly, 51, died of a suspected overdose.
Pallbearers brought the casket carrying Chris Kelly's body inside St. John of the Cross Church.
Kelly died Saturday. His death was ruled a suicide by investigators who say he overdosed on over the counter pain killers including aspirin and ibuprofen.
More than 200 people filed in for the funeral Mass, including Rod Blagojevich and his family. Kelly was a close friend and chief fundraiser for the former governor.
But as Blagojevich's problems grew, so did Kelly's. First, the feds indicted him on tax charges, then a scheme to get kickbacks from roofing work at O'Hare Airport and, a third time in their corruption case against Blagojevich.
After pleading guilty to fraud charges last week, Kelly tried to take his life hours later by overdosing on pills. He survived.
Days later on Friday night, authorities say Kelly overdosed again in a Country Club Hills lumber yard, called for help from his girlfriend, Clarissa Flores Buhelos, also at the funeral, who drove him to the hospital. Hours later, Kelly died.
Authorities say Kelly's friends turned over bottles of pills and a note he left behind. He had been ordered to report to federal prison this coming Friday. Instead, his family and friends and well-wishers paid their respects to a man who had been facing increasing personal turmoil in the last weeks of his life.
Kelly had been indicted with Blagojevich as being part of a scheme to defraud the state. But he did not indicate whether he would cooperate with the government in Blagojevich's trial, scheduled to get underway next June. Kelly said he was under a great deal of pressure by prosecutors to flip on his friend.
Blagojevich did not on Wednesday but said previously that Kelly would have, "vindicated him from false accusations against him."
Illionois' former First Lady attends Kelly's wake
It was a quiet, somber scene. Mourners filed in to pay their respects Tuesday night to Kelly, including the former first lady of Illinois, Patti Blagojevich.
"I'm with my daughter," said Patti Blagojevich.
"I wouldn't be here if Mr. Kelly didn't mean something to me, and I think there are a lot of people who feel the exact same way," said one man attending the wake.
As Kelly's wake was beginning, Country Club Hills police were holding a news conference, ruling out homicide as a possibility.
"There appears to be no evidence of foul play," said Country Club Hills Police Chief Regina Evans.
"Mr. Kelly's death was an apparent suicide," said Country Club Hills Mayor Dwight Welch.
Police revealed Tuesday that the former chief fundraiser for ex-Gov. Rod Blagojevich made a suicide attempt last week, just hours after pleading guilty to fraud charges in federal court. Police say he swallowed a large number of pills. Friends drove him to Oak Forest Hospital, but he did not go in.
"They agreed that Mr. Kelly would seek help with his feelings of depression," said Evans.
But instead, four days later, they say he tried again. Police say he laid out a sleeping bag and pictures of his three children before ingesting a large number of pills - over-the-counter pain killers, including aspirin and ibuprofen. An unopened box of rat poison was also found at the scene.
From there, Kelly drove his SUV to a nearby lumber yard parking lot where he sent text messages to his girlfriend, Clarissa Flores-Buhelos. Police say one of them read, "Come and get me. I need help."
When Flores-Buhelos arrived, Kelly was slumped over in his Cadillac Escalade, which she drove again to Oak Forest Hospital.
Hours later, Kelly would be transferred to Stroger Hospital, where he died.
Police also revealed Tuesday they have a note that Kelly left behind. But they stopped short of calling it a suicide note.
"I would say it was more rambling. But I really don't want to get into details out of respect for his family," said Evans.
Chief Evans says that note has been sent to the state crime lab for analysis, including determining whether Kelly actually wrote it.
The Associated Press contributed to this report.