The body of Farkhunda, 27, who was lynched on Thursday by an angry crowd in central Kabul, was carried to the graveyard by women amid crowds of men, an AFP reporter said, a rare act of protest in a male-dominated society.
The crowd, shouting "Allah o Akbar" (God is greatest), demanded the government bring the killers to justice.
"This is a crime against this family, a crime against a sister and a crime against humanity," said Bari Salam, a human rights activist.
The lynching -- in full view of several police officers -- sparked widespread condemnation at home and worldwide.
The UN said Farkhunda had "suffered mental illness for many years".
But Farkhunda's father told the media his daughter had a diploma in Islamic studies and could recite the Koran by heart. He insisted she was not involved in any blasphemous act.
Farkhunda's brother Najeebullah Malikzada supported his father's claim.
"Farkhunda was a deeply religious girl. She used to recite the holy Koran and pray five times a day," he told the crowd.
"This brutal act once again shows the incompetence of the police force," said Mariam Mustafawi, one of those at the burial.
"Today our police force is unable to enforce the rule of law. How can they protect us against the enemy?" she said.
President Ashraf Ghani condemned the killing as "heinous" and ordered a commission to investigate the incident.
He said police, who play a crucial part in the war against Taliban insurgents, were not well-trained to contain such incidents.
"Focusing on civilian capabilities, on enforcement of the rule of law, is key to us."
Police said they had arrested 21 people, including eight policemen.
