Uzan, 37, was providing security for a bat mitzvah party taking place behind a Copenhagen synagogue when the gunman struck.
Large numbers attended Uzan's funeral, held at the Mosaiske Vestre Jewish cemetery in Copenhagen amid heightened security. Armed police patrolled the area, and a sniper could be seen on a nearby rooftop.
Danish Prime Minister Helle Thorning-Schmidt was among those present for the somber ceremony.
Danish authorities are continuing to investigate the events that led to the two shootings.
The suspect in both attacks has been named as Omar Abdel Hamid El-Hussein, 22.
He was killed early Sunday in a shootout with police outside a Copenhagen apartment building.
The two police officers who shot El-Hussein fired 30 shots toward the suspect, who was still firing in their direction as he dropped to the ground, the police attorney representing the officers told CNN on Wednesday.
Attorney Torben Koch said that the officers were in a car carrying out surveillance on the suspect when he suddenly made a turn to enter a building. At this point, the police officers pulled over, got out of their cars and called out to him, Koch said.
When El Hussein turned, he opened fire using two guns. The officers returned fire with automatic weapons and a handgun. Police have stated the suspect fired three shots using two pistols.
El-Hussein was known to authorities as a gang member but was apparently not on their radar for Islamist extremism.
The deadly series of events began with the attack on the free speech forum Saturday afternoon.
A 55-year-old man was killed in that shooting, named by the Danish Film Institute as director Finn Noergaard. Three police officers were injured in the melee.