Hundreds of people packed the church. Outside, flags flew half-staff in the windy autumn morning.
It was the second school shooting in less than a year. In November, an 18-year-old student fatally shot eight people and himself at a high school in southern Finland.
In what appeared to be copycat attacks, both gunmen fired guns in YouTube clips posted before the shootings, shot themselves in the head and used .22-caliber handguns in the massacres - bought from the same store. They also said they hated the human race.
Politicians, social workers and religious leaders have urged tighter gun laws and more vigilance of Internet sites, and more social bonding in the small Nordic nation, known for high suicide rates, heavy drinking and domestic violence.
"Sadness has descended on all of us. It's time for serious self-reflection," said Bishop Simo Peura, who led the Kauhajoki memorial service, 180 miles (290 kilometers) northwest of Helsinki.
"Should we be doing something completely different? What kind of society are we building?"
Police said Matti Saari, a culinary student at the school, had wanted to kill as many people as possible.
Prime Minister Matti Vanhanen said the government will decide on measures to restrict access to guns in the nation of 5.3 million which has 1.6 million firearms in private hands. It ranks among the top five nations in the world in civilian gun ownership.
After the previous massacre, the government pledged to raise the age for buying a gun from 15 to 18 but never did so.
Interior Minister Anne Holmlund said police will be given new instructions about issuing firearms licenses on Monday. Some weapons dealers said they would stop selling handguns to under 25-year-olds.
The prosecutor's office was investigating police handling of the case. Officers questioned Saari on Monday about YouTube clips showing him firing a handgun, but said they found no reason to hold him or take away his weapon.
On Thursday, panic spread among students as threatening text messages and Internet postings raised fears of new attacks. Worried children and parents jammed telephone help lines and scores of children stayed away from class after threats popped up against schools and students.
In Kauhajoki, a town of 14,000, people were shocked and distressed.
"I don't have an answer to why this happened. It will continue to affect us for a long time to come," Mayor Antti Rantakokko said.
A nighttime rock concert on Saturday, planned before Tuesday's shooting, drew hundreds of youths to a local club.
"We weighed up whether or not to cancel it," said Pekka Soini, a youth worker. "But life must go on, and the best thing for the young ones is that they are active."