"Ryno," as he was known to generations of fans, died last month after battling prostate cancer.
The funeral was held at Old St. Pat's Church on West Adams Street.
Family, friends and former players were among those in attendance, including Cubs Legend Kerry Wood, White Sox Hall of Famer Frank Thomas and Cubs Chairman Tom Ricketts.
The funeral service was also being shown on the big screen at Gallagher Way, so fans could watch.
The service began promptly at 10 a.m., and it got quiet at Gallagher Way.
His fans listened closely to everything being said inside the church.
The family asked for a private service. The church was filled with many of 65-year-old Sandberg's teammates and friends from his decades as second baseman with the Cubs organization.
Watch full funeral service
Ryne Sandberg Funeral Service
Sandberg is being remembered most of all as a family man.
"Ryne embodied the best, and the best title he had was Pappi, the beautiful affectionate name he had as a grandpa," Father Tom Hurley said.
Many of Sandberg's eight grandchildren participated in the service, as did his children. His son, Justin, recalled some of what he learned from his dad.
"Thank you for teaching me that a kind, selfless gesture can mean the world to someone in need," Sandberg said. "Looking out at the crowd, I'm sure you have your own stories. I want you to know he cherished those, too. Continue to share them. Continue to laugh."
His feats on the baseball field are legendary.
Sportscaster Bob Costas was also in attendance Friday. He called Sandberg's most famous game.
"June 23rd, 1984, the Sandberg game: a regular season game that has a name and at least three documentaries about it," Costas said. "I hope there's a measure of comfort in knowing how admired, respected your grandfather, father and husband was by those he played with."
This is an emotional time for many.
The Cubs also set up an area with some of Sandberg's many pieces of memorabilia, including several of the Gold Gloves that he won, and moments from his Hall of Fame career.
Sandberg won nine Gold Gloves and was on 10 all-star teams.
For longtime fans, who watched Sandberg play for so many years, this was a day not to be missed.
"It's a really hard day, but I'm glad to be here amongst all the other fans and say goodbye to my hero," Cubs fan Deneen Leone said. "I had to be here today. I took a day off of work to say goodbye and show my respects."
Many wore Sandberg jerseys.
"Ryno was the man," Cubs fan Roberto Ramos said. "Ryno was definitely the man. This is definitely one that is heartbreaking for us."
"Class act, great baseball player, but also a great person, so I had to be here for this," fan Cathy Martin said.
In lieu of flowers, the Sandberg family is asking fans to take nonperishable food items to donate to Nourishing Hope and Most Blessed Trinity Food Pantry.
"Moving service, very meaningful to a lot of us, seeing what he was, not just as a player but also as a human being," fan Francis Eleazar said.
After the service, many of the mourners returned to Wrigley field to gather and share more stories about the Cubs legend.