Sir Michael Parkinson and former Rolling Stone Bill Wyman were among the mourners who paid their final respects in north London.
A statement, issued by Michael Winner's office said if he had been alive to film it, he would have said: "Perfect, darling, perfect. A cold wind whipped a flurry of snowflakes across the cemetery - a film directors' dream."
Among the mourners were many of Michael's friends including Sir David Frost, Terry O'Neill, Don Black, Chris Rea and Henry Wyndham, chairman of Sotheby's.
Winner's police work 'brought comfort and will continue'
Michael had been ill for some time, but this is still a sad loss. Michael was a keen supporter of police charities and in particular was the founder of the project that let to the National Police Memorial being placed in the Mall in London.
There is no doubt that Michael's work will be continued and we at the Trust pass on our sympathies to his family at this sad time. The work he did on behalf of the policing family brought a lot of comfort to those he recognised.
Michael Robert Winner was born on October 30 1935, the only child of a couple of Russian emigre stock. His father was a millionaire property developer and his mother, as colourful a character as himself, was an inveterate gambler who lost millions in the casinos in Cannes.
At the age of 13, the young Winner was already showing an entrepreneurial streak. He started to write a showbusiness column called Michael Winner's Show Talk, syndicated to 35 local papers.
He attended St Christopher's School, Letchworth, and was asked to leave because he was paying another boy to clean his room. He avoided National Service by pretending to be gay.