And he was asked about his "weeping" when he appeared on the BBC's Today programme on Tuesday morning.
"I think weeping is putting it a bit strongly," he told presenter John Humphreys.
"Yes, I welled up a bit. It was a very emotional and moving occasion, and at time overwhelming."
The funeral had been a "fitting tribute" to the Iron Lady, he said, and the service had been "powerful".
"I was caught on camera so I can't deny that I welled up," he said.
There followed an awkward exchange when Humphreys asked whether he cried often.
"I get a tear in my eye, sometimes just when I listen to the Today programme headlines," the Chancellor added.