Eminem elaborated and explained: "Without Proof, there would be no Eminem, no Slim Shady and no D12."
Proof, whose real name was Deshaun Holton, was one of Eminem's best and closest friends and had been best man at his wedding to Kim Mathers.
The shooting incident occurred on 11 April at a club on Eight Mile Road, made famous in Eminem's autobiographical film 8 Mile.
Proof originally came up with the idea of forming D12 with friends, including Eminem and the rap star said that when he was 16, Proof had given him new shoes because he was "tired" of seeing the youngster in a "dirty" pair.
Fellow rapper Obie Trice, another member of Eminem's inner circle, made use of the church service to call for an end to violence.
"We're killing each other, and it's about nothing," Obie Trice said.
Delivering the eulogy, Reverend Wendell Anthony said: "Our community suffers the loss of another young man, who reflects the fact that those whom we love are dying too soon and leaving too quickly."