Aguilera cited the singer as a major inspiration for her career, saying that she sings the song at every show when she tours.
The Voice judge went on to state: "[It is] an amazing honour for me to have been welcomed here today, invited here to pay tribute to the great Miss Etta James.
"It's very emotional for me to sing today, as this has meant so much to me."
Etta James, whose soulful voice made her an R&B icon, died from leukemia on January 20 at the age of 73.
Also present at the songstress's funeral was Al Sharpton, who delivered the eulogy, as well as Stevie Wonder.
Watch the video of Christina Aguilera performing 'At Last' below: