Crowds chanted as the coffins of the PKK (Kurdistan Workers’ Party) members Sakine Cansiz, Fidan Dogan and Leyla Saylemez were carried through the city streets to a parade ground where the funerals were held.
There was tight security at the event.
No-one has been arrested for the crime and the motive is unclear.
But a prominent Kurdish politician said the killings would not deter those seeking an end to the Kurdish conflict.
The chairman of the pro-Kurdish Peace and Democracy Party, Selahattin Demirtas, told the crowd: “We say now is the time for peace.
“We shout this out in front of the bodies of our dead. Don’t let our children die any more. We can stop this bloodshed by talking.”
“If the process is to advance with confidence, these murders must be a turning point.”
No group has said it killed the women, who French police say were subject to an execution-style shooting. Many Kurds blame elements of the state.
There were calls for revenge as the coffins, draped in the red, green and yellow Kurdish flag, made their way through the crowds in the south-eastern Turkish city.
Some women chanted “Fighting makes you free”, and other pro-PKK slogans, as they followed the funeral procession.
But many female mourners were wearing white scarves, a symbol of peace.
Turkey’s Prime Minister Recep Tayyip Erdogan had appealed for calm and suggested the deaths may have been intended to sabotage peace efforts.
Officials have been in talks with the jailed PKK leader Abdullah Ocalan in an effort to put an end to the group’s armed campaign.
Recep Tayyip Erdogan has also said his government will continue anti-PKK operations until the Kurdish militants lay down their arms.
On Wednesday, Turkish jets reportedly bombed Kurdish targets in northern Iraq for a third consecutive day.
Last year saw some of the heaviest fighting with the PKK in decades. Since the conflict began, more than 40,000 people have been killed.
The group, regarded by Turkey, the US and EU as a terrorist organization, launched an armed campaign for an ethnic Kurdish homeland in south-east Turkey in 1984.
Turkish security forces were put on alert ahead of possible demonstrations by the Kurdish minority, but only minor clashes were reported by witnesses.
Police helicopters were in evidence over the city, which is seen as the heart of the Kurdish community and culture in Turkey.
After the ceremony the women’s bodies were to be taken to their home villages for burial.
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