Mourners filled the 37,500-seater Orlando Stadium in the township of Soweto where Winnie lived and erupted into loud cheers as the casket carrying her remains was wheeled in.
The casket draped with the multi-coloured South African flag was placed in the middle of the 37,500-seater stadium in front of a stage, decked in white and yellow flowers.
Mourners dressed in the colours of the ruling African National Congress (ANC), as well those of the radical opposition Economic Freedom Fighters (EFF), sang "there's no-one like Winnie", an adapted popular liberation struggle song.
In a moving, yet fiery eulogy, her daughter slammed her mother's critics.
"It was my mother who kept his (Nelson Mandela's) memory alive," said a teary Zenani. "South Africa, and indeed the world, holds men and women to different standards of morality."
She added that "praising her now that she is gone shows what hypocrites you are."
"They robbed my mother of her rightful legacy during her lifetime," she said of Winnie, who she praised for taking on "one of the most powerful and evil regimes of the past century".
- 'She died a revolutionary' -
South Africa's President Cyril Ramaphosa, who took office two months ago, offered an apology for the country's failure to honour Winnie for her contribution to the liberation of the country.
"I'm sorry Mama that your organisation (ANC) delayed in according you its honour. I'm sorry that we delayed this much, to this point," he said in an eulogy.
As soon as speeches drew to a close, stormy clouds formed over the stadium, followed moments after by heavy rains that drenched mourners and the funeral procession as it drove out to a cemetery 40 kilometres away.
Mourners broke into another liberation song chanting in Xhosa: "this is the Winnie we know".
The ceremony concluded 10 days of national mourning during which time hundreds of thousands of South Africans have paid tribute to the "Mother of the Nation" at her Soweto home and elsewhere.
Winnie Mandela, who died in Johannesburg aged 81 on April 2 after a long illness, has been celebrated for helping keep Nelson Mandela's dream of a non-racial South Africa alive while he was behind bars for 27 years.
- 'Go well Mama' -
"She was one of the most profound leaders of the ANC," said 53-year-old mourner Brian Magqaza. "She fought from beginning to the end. Go well Mama."
Former South African presidents Jacob Zuma and Thabo Mbeki also attended the funeral. Mourners booed when the presence of scandal-tainted Zuma was publicly acknowledged.
Foreign dignitaries at the funeral include the leaders of Namibia, Swaziland and the Republic of Congo, as well as American civil rights activist Jesse Jackson and international supermodel Naomi Campbell.
Her "steely leadership...gave strength to us all. She taught us not to be limited in our thoughts," said Campbell.
The township of Soweto is hugely symbolic in South Africa as it became a crucible of black resistance against white minority rule, which ended with elections in 1994.
Winnie Mandela's husband became the first black president of democratic South Africa, but she refused to follow many other struggle-era politicians who moved from townships like Soweto to formerly white-only suburbs after the end of apartheid.
Instead she remained embedded in the community where she met Nelson Mandela at a bus stop in 1957.
Her body will be buried at a privately run graveyard in Johannesburg's upmarket Fourways suburb where two of her great-grand children are also buried.
- 'Symbol of resistance' -
The funeral closes the final chapter in the history of a woman who was exalted for her fearless defiance of apartheid rule but also implicated in violence and corruption in later life.
In 1991, she was convicted for kidnapping and being an accessory in the assault of a 14-year-old boy.
But her controversial reputation was largely brushed aside in the wake of her death with tributes to her bravery, independence and integrity dominating public commemorations.
In old age, Winnie Mandela emerged as a respected elder who was feted as a living reminder of her late husband -- and of the long and celebrated struggle against apartheid.
Most of their 38-year marriage was spent apart, leaving her to raise their two daughters alone as she kept his political dream alive.
But when Nelson Mandela died in 2013, it emerged he had left Winnie nothing in his will.
On Saturday, a 21-gun salute will be fired at her final resting place.
- Countries: Africa