Amid presence of his close relatives, son Saif Ali Khan, his companion Kareena Kapoor, daughter Soha Ali Khan and others from various fields, he was first taken to the Pataudi village from his Vasant Vihar house in New Delhi.
There he was buried at around 230 pm as the Pataudis opened their gate to the common people.
The palace of the Pataudis is in Pataudi village near Manesar.
Special Friday prayers were held while at one point the crowd swelled so much that the police had to resort to a baton-charge.
His wife Sharmila Tagore was also sighted along with daughter Soha, Kareena Kapoor and other women in white on the balcony of the palace.
Cricketers like Kapil Dev and Ajay Jadega were spotted at the burial site.
Pataudi died at the age of 70, leaving behind his wife and veteran actress Sharmila Tagore, and three children - daughters Soha and Saba and son Saif.
Pataudi was admitted at the Sir Gangaram Hospital here earlier this month and was in the intensive care unit (ICU) .
Pataudi was born on Jan 5, 1941, played 46 Test matches for India between 1961 and 1975. He captained 40 of 46 Tests out which India won nine.
He was born in Bhopal, to former India captain and the eighth Nawab of Pataudi, Iftikhar Ali Khan, who also played for England, and Sajida Sultan, second daughter of the last ruling nawab of Bhopal. Cricket was always in Pataudi's blood.