In a break with protocol, they and the expected other 2,300 attendees, comprised of family, friends and high-ranking former collegues from around the world will be joined by Queen Elizabeth II and Prince Philip in paying their respects.
Britains first and only female Prime Minister died last Monday, aged 87, following a stroke.
Todays ceremonial funeral has seen Lady Thatchers coffin travel by hearse to the church of St. Clement Danes, before being borne on a horse-drawn gun carriage to the cathedral. The route through central London was lined with more than 700 soldiers, sailors and air force personnel.
For only the second time in history, Big Ben will not chime for the duration of the ceremony, as a mark of respect.