The ceremony took place at St Peter’s Episcopal Church in Millbrook, near where Richardson shared a home with Ballymena-born husband Liam Neeson and their two children.
Neeson was among the pallbearers for his wife’s coffin as it was taken inside the building.
He arrived at the tiny, white clapboard church with his sons Micheal (13) and Daniel (12) and mother-in-law, Vanessa Redgrave.
Others at the funeral included actor Ralph Fiennes. Burial was due to take place in a nearby cemetery.
Richardson died in a hospital in New York on Wednesday after suffering a fatal head injury during a skiing accident in Quebec, Canada.
The 45-year-old fell during a lesson at the luxury resort of Mont Tremblant.
She initially showed no sign of injury but about an hour later was taken to a nearby hospital after feeling unwell. It was later confirmed her injuries were critical.
Neeson (56) flew from the set of his new film to be with his wife as soon as he heard of the accident.
He accompanied her as she was flown from Canada to a hospital in New York on Tuesday where she later died.
Above: Natasha Richardson Casket Leaves
A medical examiner in New York later confirmed that her death was due to a blunt impact to the head.
Questions have been raised over the initial response to the accident after it emerged that the first ambulance sent to the injured actress was turned back.
It was only later, when Richardson’s condition had deteriorated, that emergency services were able to examine her.
The actress’ body was moved to Millbrook, around 90 miles north of New York City, yesterday following a private wake in the city at which Neeson mourned alongside family and friends including Uma Thurman and Fiennes.
He also attended a dimming of the lights in Broadway in tribute to the stage and screen actress.
In preparation for the funeral, Richardson’s coffin was driven to the couple’s Hudson Valley farmhouse early on Saturday, emblazoned with an Irish claddagh symbol, signifying love, friendship and loyalty.
Instead of flowers, Richardson's family asked for donations to be made to the amfAR foundation for AIDS research.
The English-born actress, whose father Tony Richardson died of complications from the disease in 1991, was a long-time supporter of the charity and served on its board of trustees for the last three years of her life.
Many of Neeson’s relatives, including his mother, Kitty, still live in the Ballymena area and prayers were said during Mass at All Saints Church in the town.