'Fix You' by Coldplay echoed through St Kilda's home ground as mourners gathered to remember and celebrate the late Shane Warne.

Around 80 of the cricket star's closest friends and family gathered at St Kilda Football Club today to farewell the cricket legend. The private service ended with Warne's final lap around Moorabbin Oval – the homeground of his beloved AFL team 'The Saints'.

The hearse was followed by a small group of people, including Warne's three children Brooke, Jackson and Summer and his parents Keith and Brigitte.

'(I've Had) The Time of My Life' from the film Dirty Dancing was on the playlist and as his hearse left the ground, Tina Turner's 'Simply the Best' played and people applauded.

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The private funeral was held after the 52-year-old's shock death from a heart attack at a villa in Thailand on March 4.

Many well-known figures from the sporting world were seen wiping away tears.

The event's MC Eddie Maguire, who gave Warne's eulogy, asked attendees to raise their glasses as they cheered three times for the Aussie icon after his coffin had toured the ground.

Among the cricketing figures in attendance were former captain Mark Taylor and batsman Glenn Maxwell. Former England captain Michael Vaughan was also on the guest list.

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Other attendees included Australian Football League identities Aaron Hamill and Sam Newman and business man James Packer.

Thousands are expected to gather at Victoria's Melbourne Cricket Ground on March 30 for a state funeral to remember Warne.