Oh, 51, was part of the Canadian delegation and could be seen wearing a pin representing the colors of the country.
Last year, Oh was awarded the Order of Canada for her "artistic career filled with memorable stage, television and film roles in Canada and abroad."
The Order of Canada was created in 1967 by the Queen, to honor people "whose service shapes our society, whose innovations ignite our imaginations and whose compassion unites our communities."
Oh later took to Instagram to share photos from the event, saying she was "proud to represent" her home country.
Canada's delegation for the funeral was led by Prime Minister Justin Trudeau who was accompanied by his wife, Sophie.
WHY IS SANDRA OH AT THE QUEEN’S FUNERAL pic.twitter.com/ogEekxL8k4
— hannah (@weiszcolman) September 19, 2022
Other members of the Canadian group included included Olympic swimming champion Mark Tewksbury, musician Gregory Charles and Governor-General Mary Simon, who awarded Oh her Order of Canada.
Oh originally rose to fame due to her role on HBO comedy Arliss and followed that with 10 years on hit drama Grey's Anatomy, where she played Dr. Cristina Yang.
More recently, Oh starred alongside Jodie Comer in the BBC's Killing Eve. Due to her performance in the show, she became the first woman of Asian descent to be nominated for an Emmy for lead actress in a drama.
She was also the first woman of Asian heritage to host the Golden Globes, which she did in 2019 alongside Andy Samberg.
Other notable faces from the world of entertainment to attend the funeral included TV presenter Bear Grylls and Peep Show and Two and a Half Men actor Sophie Winkleman, who is married to the queen's cousin.
Canada is marking the Queen's funeral with a national day of mourning.
Watch below: Sandra Oh attends Queen Elizabeth's funeral in Westminster Abbey.