Demi Pearson, 15, brother Brandon, eight, and sisters Lacie, seven, and Lia, three, died in the arson attack at their home last December.
Their mother, Michelle Pearson, 36, who was badly injured in the blaze in Jackson Street, Walkden, Greater Manchester, was unable to be there because she is still too unwell.
Bagpipe players and drummers led the procession, with each coffin carried by its own horse-drawn carriage.
The name of each child was spelled in flowers and firefighters who had tried to rescue the children formed a guard of honour.
Demi’s coffin and carriage were multicoloured to symbolise the teenager’s love of music.
Brandon’s was an Avengers-themed coffin, adorned with pictures of superheroes
Lacie’s coffin featured a picture of a pink My Little Pony for the girl described by her family as a “little diva”.
Lia’s was the smallest coffin and held a picture of cartoon character Peppa Pig.
Mrs Pearson’s mother, Sandra Lever, was among the hundreds of mourners at St Paul’s Church in Walkden.
She said the children had all been “lovely, happy angels”.
Ariana Grande’s version of Somewhere Over The Rainbow played as the coffins were carried inside.
Reverend Gill Page told mourners they were there to celebrate the lives of four “precious” children for the short time they had spent on Earth.
The words of their mother Michelle were read by her sister, Claire Pearson.
Michelle said Lia was a “right little chatterbox” and said just thinking of Lacie, who loved to dance, made her smile through her tears.
Brandon was into technology and computers – he said when he grew up he would build his mum a new house.
Her mother said Demi would stay out later than she should, “but I could never get mad at her”.
“I’m so proud of them,” said Michelle Pearson. “It’s hard to put into words what’s happened and how it makes me feel.
“They were the twinkle in my eye, now they are angels in the sky. One day we will be united forever.”
The children’s killers, who had “terrorised” mother-of-six Michelle, are all serving lengthy jail terms.
The children died while they slept after Zak Bolland, 23, and David Worrall, 26, smashed a kitchen window and threw petrol bombs after a petty feud with Mrs Pearson’s teenage son.
Mrs Pearson woke up screaming “Not the kids! Not my kids!” as fire spread through the house at 5am on 11 December.
She was rescued with Lia, who died in hospital two days later.
Bolland and Worrall were both given four life sentences for murder and must serve a minimum of 40 and 37 years respectively.
Bolland’s girlfriend Courtney Brierley, 20, was jailed for 21 years for four counts of manslaughter.