King Bhumibol Adulyadej, the world's longest reigning monarch, left Siriraj hospital in a wheelchair, wearing the customary white royal uniform and a black armband for the memorial rites of Princess Bejaratana Rajasuda.
Together with his wife Queen Sirikit, he lit candles and incense at a specially constructed royal crematorium at the Sanam Luang ceremonial ground in Bangkok's historic district attended by saffron-robed monks and top officials including Prime Minister Yingluck Shinawatra.
The monarch, now 84, was admitted to hospital in September 2009 to be treated for a respiratory condition and has rarely left, aside from a few public appearances. He was due to return to hospital after the funeral.
Princess Bejaratana, the only child of late King Vajiravudh, died in July 2011 from a blood infection at the age of 85 and had lain in state since then at the Dusit Maha Prasart Throne Hall in the Grand Palace.
Her remains were transported in a large golden urn atop a gilded teak chariot pulled by more than 200 men in one of three processions ahead of her cremation due to be held later Monday, which was declared a special holiday.