Streets surrounding the cathedral were closed starting at 7:30 a.m.as officials expected thousands of friends, family and members of the public to attend the services.
McDonald, 59, a fervent Rangers fan who was an inspiration to players, coaches and staffers, was paralyzed after a shooting in Central Park on July 12, 1986. He would live the next 30 years on a ventilator as a quadriplegic - but he was not embittered.
In the years following the shooting, McDonald traveled the world to places like Bosnia and Ireland preaching peace and perseverance.
He died on Tuesday afternoon at North Shore University Hospital in Manhasset where he was admitted on Friday after suffering a heart attack.
Patricia McDonald (right) and New York City Police Dept. Sgt. Conor McDonald (left), the widow and son of NYPD Det.
Those who cannot attend the funeral service in person can watch the livestream below.
Others, including Deputy Inspector Ernest Morales III, Commanding Officer of the 42nd Precinct, likewise admired McDonald's capacity for forgiveness and what he called his enduring strength despite his injuries.
The police officer was patrolling Central Park in plain clothes when he was shot in the neck by a teenager. "I said nothing to Officer McDonald that day, but vowed that if I got another chance to see him, my first words to him, after saying hello, would be to thank him for making me think and giving me hope".
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Mayor Bill de Blasio, former Mayors Rudy Giuliani and David Dinkins and former Police Commissioners Bill Bratton and Ray Kelly were also in attendance, as was David Letterman, a close family friend.
And he did it without the young man asking, or doing anything to atone for the mindless, horrific act that grew out of Police Officer McDonald questioning the boy and two companions about a stolen bicycle.
His wife Patti Ann, who was pregnant with their son Conor at the time, was reportedly told he would not survive his wounds.
That message carried on to many around him.
Jones was paroled in 1995 after nearly nine years in prison.
On Friday morning, the bagpipes were stilled and only a solemn drumbeat and the peal of a bell could be heard as the NYPD pipe band escorted the hearse to the cathedral.
Jones, who was one of the three, fired instantly, paralyzing McDonald who they left for dead.