His family said a "small, private ceremony" on Wednesday was attended by "family and close friends".
In the statement, they thanked his fans for "their many messages of love and support" following the funeral, thought to have been held in London.
Michael died of natural causes at his home in Goring-on-Thames, Oxfordshire, on Christmas Day.
The riverside cottage became a focus for fans' grief in the days after he died, as did his home in Highgate, north London.
The full statement from Michael's family read: "We can confirm that the funeral of the singer George Michael took place today. Family and close friends gathered for the small, private ceremony to say goodbye to their beloved son, brother and friend.
"George Michael's family would like to thank his fans across the world for their many messages of love and support. We ask that the family's wish for privacy be respected so that they can continue to live their lives privately, away from any media intrusion."
Michael - whose full name was Georgios Kyriacos Panayiotou - first came to fame in the 1980s as a member of Wham! alongside Andrew Ridgeley.
The pair's pop hits won them thousands of fans before Michael found solo success with hits including Faith and Careless Whisper.
He had a total of seven UK number one singles as a solo artist - including A Different Corner and Jesus to a Child - and the same number of chart-topping albums.
Michael also collaborated with artists including Aretha Franklin and Elton John.
Ridgeley has been among those to pay tribute to Michael during this year's awards season.
Alongside Wham! backing singers Pepsi and Shirlie, he made a speech at the Brit Awards last month describing Michael as a "supernova". His death "felt like the sky had fallen in", he added.
At the Grammys, Adele sang a version of Michael's 1996 hit Fastlove, as a video montage of the late singer was shown.
The coroner's verdict on Michael's death only came three weeks ago. Tests were ordered because an initial post-mortem examination was "inconclusive".
Darren Salter, senior coroner for Oxfordshire, said the star had heart and liver disease.
Many of Michael's fans took to social media and online forums to pay their respects again on Wednesday when news of his funeral emerged.
While he had mostly stayed out of the limelight in his final years, the singer had been collaborating with Naughty Boy, and producer Nile Rodgers said he had visited Michael's home two days before his death to work on a project.