The star's former fiancee, actress Michelle Williams, arrived in a cavalcade with his parents Kim Ledger and Sally Ledger-Bell and sister Kate, at Penrhos College, a Uniting Church girls' school in Perth, after most of the mourners had arrived.

Ms Williams, wearing dark glasses and a white dress with black trim, was not accompanied by Matilda, her two-year-old daughter fathered by Ledger.

Australian actress Cate Blanchett, who starred with Ledger in the Bob Dylan bio-flick, I'm Not There - a role that earned her an Oscar nomination for best supporting actress - was among the celebrities present.

Among the first to arrive at the high-security ceremony was Australian model Gemma Ward, a former girlfriend of the 28-year-old Brokeback Mountain star who died of an accidental prescription drug overdose in his Manhattan apartment last month.

Mourners filed through a screened side gate where two women dressed in black checked their identification.

Mr Ledger said the service would be followed by a private funeral in Perth. He appealed for privacy and did not disclose the time or location.

"The funeral will be very, very private and there will only be 10 people there, immediate family and nobody else," he told a press conference outside the house of his former wife.

"It's a pretty sad time. We're finding it difficult to cope by ourselves, let alone cope with everybody around the world. Having said that, we do really appreciate the outpouring and the emotional support from all over the globe."

Ledger's death on January 22 spawned outpourings of grief from New York to Hollywood to Perth.