Members of the Johannesburg Metro police and emergency services marched down Pixley Seme Street in honour of the three.
Firefighters in uniform each holding a single red rose made a guard of honour around three black crosses trimmed with purple ribbon in front of the building.
A small piece of silver and yellow foil in the middle was pinned down with rocks on the spot where one of the firefighters fell to his death on Wednesday last week.
Next to the guard of honour, members of the Johannesburg Emergency Services in uniform broke into song.
Wreaths lay on the pavement in front of the 24-storey building that housed three government departments where the blaze broke out.