The brazen shooting a week ago shocked the nation and raised the spectre of a fresh wave of attacks two years after twin suicide bombings killed 32 people in Brussels.
Several hundred police officers from all over the country took part in the sombre tribute, following the flower-strewn hearses of Lucile Garcia, 54, and Soraya Belkacemi, 44.
"We are a police force, every time we lose an officer it's like losing a family member," retired police officer Jean-Claude Bertrand told AFP.
"The only thing we can do is to be there for each other."
Officers stood to attention as the hearses passed. Some had covered their orange armbands with a black mourning band.
Alongside Belgian Prime Minister Charles Michel stood several ministers and a representative of King Philippe.
On Monday, several hundred people turned out for the funeral of student Cyril Vangriecken, attacker Benjamin Herman's third victim.
Friends and family of the 22-year-old walked behind the hearse dressed in white through the streets of Vottem near Liege ahead of the funeral, also attended by Michel.
The funerals follow a procession Sunday of nearly 3,000 people who marched to the scene of the attack and laid white roses in memory of the three victims.
Petty criminal
Herman carried out his rampage on May 29, repeatedly stabbing Garcia and Belkacemi with a knife before taking their service pistols and shooting them.
He then killed Vangriecken who sat in the passenger seat of a parked car.
The attacker holed up in a nearby school, briefly taking a cleaner hostage before bursting out to confront police and being killed in a hail of bullets.
Belgian police who are treating the murders as a terrorist attack have identified Herman as a drifter who spent a decade in and out of prison for acts of violence and petty crimes.
The Islamic State group claimed one of its "soldiers" was responsible for the latest attack, through its Amaq propaganda agency.
IS said "he led the attack in response to calls to target the countries of the US-led international coalition," which is fighting the jihadist group, mainly in Syria.
jpegMpeg4-1280x720Prosecutors confirmed that Herman's method of assault was a known "modus operandi" of IS, which also claimed the deadly attacks in Brussels in 2016.
Amateur footage obtained by AFP showed the gunman shouting "Allahu akbar" (Arabic for "God is greatest") as he walked through the streets during the rampage.
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