The bodies were moved Monday night from a commercial freezer, where they've been on display for four days. A few of Gadhafi's relatives and officials were at the burial.
Libya's new leaders have said they would not reveal the location of the grave, fearing it could be vandalized or turned into a shrine for die-hard supporters.
Gadhafi ruled Libya for 42 years, and the burial closed the book on the 8-month civil war that ousted him.
International calls continue for an investigation into whether Gadhafi was executed by his captors. Gadhafis were captured alive with injuries on Thursday and died later in the day.
Libya's interim leaders have promised an investigation.
Video emerged showing Gadhafi being beaten and abused by a mob after his capture, and researchers for the New York-based Human Rights Watch have said there are strong indications he was killed in custody.
According to an autopsy performed over the weekend, Gadhafi died from a shot to the head. A full autopsy report was expected to be released later this week after it is presented to the attorney general.
The Associated Press contributed to this report.