Fifty-one-year-old Gordon Cowden was the oldest of the 12 people killed in the massacre at the "Dark Knight Rises." His teenage children escaped unharmed.
Cowden lived in Aurora, the Denver suburb where the theater is located. A family statement described him as a "true Texas gentleman" who loved the outdoors and owned his own business.
"A quick-witted world traveler with a keen sense of humor, he will be remembered for his devotion to his children and for always trying his best to do the right thing, no matter the obstacle," his family said.
Carrying flowers and passing a large portrait of Cowden, about 150 mourners gathered for the funeral at a Denver church. Colorado Gov. John Hickenlooper paused at the photo before entering the church.
The funeral was also attended by Aurora Mayor Steve Hogan and Aurora Police Chief Dan Oates.
Later this week, families of other victims planned to say their final goodbyes.
Funerals were planned in towns from San Antonio, home of aspiring sportscaster Jessica Ghawi, to Crystal Lake, Ill., hometown of Navy intelligence officer John Thomas Larimer.
Also Wednesday, residents of the apartment building where shooting suspect James Holmes lived were waiting to see if they could return home five days after the shooting.
The small building near the University of Colorado, Denver, medical campus was cleared as a precaution because police said Holmes had booby trapped his apartment with a trip wire, explosives and unknown liquids.
Because many of the shooting victims have families outside Denver, authorities have assigned each victim's family a communications officer to keep them updated on the case.
Holmes is due in court next Monday, when he will hear the charges against him.
Associated Press photographer Alex Brandon contributed to this report.