Opposition leader in the Assembly, Andrew RT Davies, was amongst the mourners in St. Paul's Cathedral.
He spoke to our Political Editor Adrian Masters after the service.
All three Armed Services are to play a role Baroness Thatcher's funeral with particular reference to the Falklands conflict.
The former presiding officer of the Assembly says he'll stay away from the Senedd when tributes are paid to Margaret Thatcher.
The artist says he used coal to reflect her 'controversial actions' to close south Wales mines