Steve and Rachel Wallace, both 37, were there with their sons Bruce, eight, Frank, five, and Stanley, two.
The two older children had been aware of what had been going on over the previous 11 days since the Queen’s death.
Rachel said: “They have been quite involved as the mayor visited their school and there was a special assembly but they’re a bit too young to understand the enormity of it all.
“The five-year-old was more involved than the eight-year-old but they both know there won’t be a Queen anymore and we’ve now got a King.”
Steve said: “I used to be in the Army so that’s why Frank asked me questions about the uniforms and everything. We educate them so they can try to understand it.
“I gave my allegiance to the Queen when I joined the Army. She was our boss at the end of the day so it’s quite a sad day in a way. But the funeral is absolutely brilliant. I’ve seen some of the rehearsals that went on this week and it’s a moving thing. We do everything with precision. It’s very touching.”