The Rev. Al Sharpton was expected to deliver his eulogy. There was no word on if New York Mayor Eric Adams would attend.
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Neely, 30, died after Marine Veteran Daniel Penny, 24, put him in a chokehold on an F train earlier this month.
Lawyers for Penny said Neely was threatening passengers, but a grand jury handed up an indictment, and Penny has since been charged with manslaughter.
Neely's funeral took take place Friday morning at Mount Neboh Baptist Church.
The former Michael Jackson impersonator more recently battled mental health problems and was in and out of psychiatric care more than 40 times, arrested another 40 times and even accused of brutally beating a woman.
Family members have said the trouble really started after Neely's mother was brutally murdered in 2007.
In a new interview on "Nightline," one of Neely's aunts said he was homeless by choice.
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"Do you think in the immediate family had a sense of where his life was, where he was both physically and mentally in the last year or two of his life?" asked Byron Pitts, ABC News.
"Not to my knowledge," said Midlred E.J.B. Mahazu," Neely's aunt. "I wouldn't consider Jordan being homeless. Jordan just liked to be out. He had a grandma and a grandpa here. He had aunts. He had uncles, right here. He just didn't want to be tied up, I guess. He'd do what he wanted to do concerning that, so we couldn't make him."
"So he, his choice was to live on the street?" Pitts asked.
"I assume he did," Mahazu said.
ABC New York affiliate WABC has also learned detectives are still looking to interview people on that train, including at least one of the men who helped Penny hold Neely down.
There have been conflicting accounts from witnesses, some believing the chokehold went too far, while others are calling Penny a hero.
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The marine veteran is out on $100,000 bond after being charged with second-degree manslaughter.
A private viewing was held from 9 a.m. to 10:30 a.m. EST on Friday. Neely's funeral was began about 11 a.m. EST.
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