Security was tight at the service and U.S. marshals checked the IDs of people entering the church parking lot.
Former Arizona Gov. Jan Brewer, Sens. John McCain and Jon Kyl, and former Vice President Dan Quayle were among the dignitaries who attended the service.
Roll's three sons were among the pallbearers, and family members and three federal judges gave readings, according to a program for the funeral.
Roll, 63, was known as a stern but fair-minded judge, but a fun, family-loving man outside the court. Roll, who served nearly 40 years, was appointed by President George H.W. Bush.
On Saturday, the judge stopped by a Safeway grocery store to see Congresswoman Gabrielle Giffords at an event. Roll was shot and killed, along with five others. Authorities said the shooter, Jared Loughner, was targeting Giffords, who was injured along with 12 other victims.
Rep. Gabrielle Giffords improving each day
According to her doctors, Giffords recognizes the people around her and she is not paralyzed.
"She is beginning to carry out more complex sequences of events [and] more complex sequences of activity," said Dr. Michael Lemole.
Lemole said Giffords' eyes are opening more frequently, but she remains in critical condition with a breathing tube. But doctors said the tube could be removed within the next day or so.
Giffords' husband, astronaut Mark Kelly, said on Twitter Friday that his wife is "improving each day."
Giffords' aides out of hospital
Pam Simon, an aide to Rep. Gabrielle Giffords, was shot twice during last weekend's attack and still has a bullet lodged in her hip.
"There are a lot of wounds. Some of them will gross you out," Simon said at Giffords' district office in Tucson.
Another staffer, Ron Barber, was able to leave the hospital on Friday. He was shot three times.
"My healing process is well underway and so is the healing of this wonderful community we call home," Barber said in a statement that was read by his daughter Jenny Douglas.
Shooting suspect had three more magazines
Authorities said on Friday that Jared Loughner had three more pistol magazines with him when he was tackled.
An extended clip was found nearby and the suspect had two more 15-round magazines in his pockets. Officials didn't say if those were loaded.
Loughner also had a 4-inch buck knife in his pockets and a plastic bag with money, a Visa card and his Arizona driver's license, according to investigators.
The 22-year-old reportedly posted ''Goodbye friends" on the Web the morning of the shooting.
Timeline leading up to deadly shooting
- On Nov. 30, 2010 Loughner bought a Glock 9mm handgun and ammunition.
- On Jan. 8, just after 4 a.m. he posted a "Goodbye Friends" bulletin on MySpace.
- About four hours later, a taxi picked up Loughner and drove him to the Safeway store.
- At 10:10 a.m., half an hour after he was dropped off, Loughner opened fire, killing six people.
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The Associated Press contributed to this report.