According to the BBC, after the public ceremony the coffin was taken to a private funeral location which was attended only by friends and family.
SHINee were founded in 2008 as a five member group under SM Entertainment, and quickly rose to become of the biggest K-pop boy groups. It was not clear whether Kim's remains would be buried or cremated.
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Kim, 27, was found unconscious inside a serviced residence in Seoul on Monday, police told Reuters.
A coal briquette was burning on a frying pan - a common method of self-killing in South Korea, an ultra-competitive society with one of the world's highest suicide rates.
More than anything, we thank and greet the many fans and people in mourning who came to see Jonghyun despite the cold weather. "The depression that gnawed on me slowly has finally engulfed me entirely", it said.
"What else can I say more. I'm sorry for visiting you so late because of work, and I'm sorry I wasn't a source of strength when you were lonely", he wrote. It's ridiculous. It's great that I even made it this far.' In the end of the letter, he asks people not to blame him for his decision.
"It breaks my heart to just think that we fans didn't know how much pain and suffering you hid behind the always-smiling face".