Shane Warne's family and friends have bid the cricketing legend farewell at a private funeral in Melbourne.

Warne's three children, Jackson, Brooke and Summer, along with his parents Keith and Brigette, were joined by about 80 guests to say their final goodbyes on Sunday.

The gathering featured a who's who of the cricketing world, with retired Australian Test captains Mark Taylor, Allan Border and Michael Clarke attending along with former England skipper Michael Vaughan.

Bowling greats Merv Hughes and Glenn McGrath and long-time Warne teammates Mark Waugh and Ian Healy were also there.

Close friend Eddie McGuire delivered the eulogy and was MC for the service, which was held in Moorabbin in recognition of Warne's lifelong association with the St Kilda Football Club.

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Guests were invited to wear St Kilda scarves and a pair of them were draped across Warne's coffin as it was driven around the oval to the sound of the 1970s Bill Medley and Jennifer Warnes hit (I've Had) The Time of My Life.

The lap of honour was immediately followed by a champagne toast. McGuire urged the mourners to be louder as he led three cheers.

"To Warnie," he declared. "He was simply the best."

Tina Turner's anthem The Best was then played to a round of applause.

Warne, 52, died of a suspected heart attack on the Thai resort island of Koh Samui on March 4.

A state memorial will take place at the MCG on March 30, where the wider public will be able to pay their respects.

The ground's Great Southern Stand will also be renamed in Warne's honour.

'Loved playing for St Kilda'

The cricketing legend's death two weeks ago led to an outpouring of grief from people around the world.

St Kilda Cricket Club coach Glenn Lalor spoke on Saturday of his time playing with Warne in the early 2000s.

"Every time Shane was available he would love coming back and playing with us, which was great," Mr Lalor said.

"The boys appreciated playing with a legend.

"He was just an everyday bloke that just wanted to be around and enjoy the day. He was never hard to deal with, he was always fun."

AAP