The coffin left the Royal Chapel at Windsor at 12pm and was driven in a hearse - the car which carries the coffin - along the A4 and through West London and past Buckingham Palace.
Mourners lined the route into the city, some silently bowing their heads and others applauding as the car went by.
'She was a wonderful woman'
One onlooker said: "She was a wonderful woman, who symbolised the traditions of Great Britain."
"I will be unable to watch the funeral procession next Tuesday and thought seeing the coffin today would be the next best thing."