King was killed by a stray bullet Sunday as she played at her apartment complex playground.
Hundreds of people lined up to say goodbye to the toddler and her mother delivered a message for shooting suspect Derrick Best.
"I am begging for the sake of Princess Shelby Diamond King's name that Mr. Best, I know you is out there, and I'm begging you to turn yourself in," King's mother, Rennetta McLamb, said tearfully.
McLamb says some people in the community want Best dead.
"Poot [Princess] never liked violence or she never liked whooping, so I know she wouldn't like violence on violence," McLamb added. "I don't want to see anymore blood. I want peace and justice. I forgive you for your unbelievable actions. My baby is in a better place now, but my soul is not."
After the funeral, those who attended were overwhelmed with grief.
"It just made them realize that this child, her life, her purpose, was very meaningful," Pastor Corey Pigford, Life Changing Christian Church, said. "This is not the first time this has happened in our city, but we are a city. We're building, and we're trying to build on our broken places."
Goldsboro police say they are still looking for Best and have been following numerous leads.
"We actually went to a location early this morning and did a search with negative results," Sgt. Dwayne Dean said.
Police say Best could be in Goldsboro or out of state, but they want any information they can get.
"Whether it's here in Goldsboro or Wayne County, or even out of state, we can send law enforcement officers to those locations," Dean said.
Best is charged with murder in connection with the shooting.
Anyone with information is asked to call Goldsboro police. Call lead Investigator C.A. Melvin at (919) 580-4212 or Goldsboro-Wayne Crime Stoppers at (919) 735-2255.