The 51-year-old Canadian-American actress, who also starred on Killing Eve, was appointed to the Order of Canada as an Officer earlier this year.
The award is the second highest civilian honour in Canada, and she was given it for her "artistic career filled with memorable stage, television and film roles in Canada and abroad".
Oh has won two Golden Globes, four Screen Actors Guild awards and was the first Asian woman to be nominated for an Emmy as lead actress in a drama series.
One person wrote on Twitter: "Canada sent Sandra Oh to the funeral, where was Jodie Comer's invite?"
Another said: "Sandra Oh being at the Queen's funeral remains one of the most random things to ever happen."
"Sandra Oh attending the Queen's funeral was not the crossover I was expecting today," another mused.
All holders of the Victoria Cross, the George Cross and the Orders of Chivalry, along with other Officers of the Commonwealth, took part in a procession ahead of the funeral.
This included Australian Victoria Cross recipient Ben Roberts-Smith, who was accused in the federal court of "the most heinous acts of criminality" in Afghanistan.
The 43-year-old highly decorated soldier, who is awaiting the outcome of his defamation battle against Nine newspapers, was seen taking his seat at Westminster Abbey on Monday.