People from Dhaka and elsewhere streamed toward the venue on Manik Mia Avenue, outside the parliament building, starting early morning. Witnesses said many cried, calling Zia their "mother" as they arrived at the venue.
Some travelled overnight from rural areas to join the prayers.
In neighbourhoods kilometres away, crowds also spilled into major streets to pray as a sea of people raised hands and prayed.
Zia's funerals drew hundreds of thousands of her supporters and people from across the country while dignitaries from India, Pakistan, Sri Lanka and Nepal also arrived in Dhaka.
Local media reported that foreign envoys and representatives from 32 countries attended the funeral ceremony.
Indian External Affairs Minister S Jaishankar after his arrival met Zia's elder son Tarique Rahman and handed over a personal letter from Indian Prime Minister Narendra Modi.
Pakistan's National Assembly Speaker Sardar Ayaz Sadiq, Nepal's Foreign Minister Bala Nanda Sharma and Bhutan's Minister for Foreign Affairs and External Trade Lyonpo DN Dhungyel also arrived in Dhaka to show their respect.
Zia was buried late on Wednesday afternoon with state honours beside the grave of her husband, a former president who was assassinated in a military coup in 1981, in a park outside the parliament building later Wednesday.
Soldiers formed an honour guard and saluted as Zia's family members stood nearby.
Zia came to politics after her husband's death and rose to prominence as an opposition leader during a nine-year movement against a former military dictator who was ousted in a mass uprising in 1990.
Zia became prime minister for the first time in 1991, with a landslide victory in a democratically held national election as the country introduced parliamentary democracy.
She was the leader of her Bangladesh Nationalist Party until her death, with a political career spanning more than 40 years.
Zia maintained a strong political rivalry with her archrival and former prime minister Sheikh Hasina.
Hasina, who heads the Bangladesh Awami League party, ruled the country for 15 years before she was ousted in 2024 in a mass uprising.
Bangladesh's interim government headed by Nobel peace laureate Muhammad Yunus announced a three-day mourning period and declared Wednesday a public holiday.
Flags were kept at half-staff Wednesday across the country to show respect to Zia, the country's first female prime minister who served two full terms and another brief term.
Rahman, Zia's son, is the acting head of her Bangladesh Nationalist Party, which is the frontrunner in the nation's next elections in February.
Hasina, who has been in exile in India since August 5, 2024, was sentenced to death in November on charges of crimes against humanity involving 2024's uprising.
