On Friday, President Macky Sall led tributes to him, saying the nation’s loss was “immense”.
Diop scored the only goal in the 2002 World Cup match which saw Senegal upset then reigning champions France.
Several of his former teammates, some overcome with emotion, attended Friday’s ceremony.
They wore the shirts of the national team bearing his name, and his number, 19.
Striker El Hadji Diouf said Diop had been a model team-mate, while Henri Camara said he had lost his “twin brother”.
Diop’s body was flown back on Friday from Lens in northern France, where he died after a long illness.
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President Sall said that Diop’s goal against France meant Senegal would go down in the annals of global football.
After beating France, Senegal reached the quarter-finals. No African team has gone further.
The president announced that a museum at a 50,000-seater stadium being built outside the capital, Dakar, would be named after Diop, who has also been given a posthumous national award, the Knight of the National Order of Merit.
The highlight of his club career was winning the 2008 FA Cup with Portsmouth. He also played for Fulham, West Ham United, Birmingham City, and French club Lens.
His Portsmouth manager Harry Redknapp last week told the BBC he was “very lucky to have managed such a fantastic boy – he was special”.
“They called him the Wardrobe, he was so big you couldn’t move him,” he said. BBC News