Six of K-pop's biggest stars carried the coffin of fellow singer Kim Jong-Hyun to a hearse Thursday, after he died leaving behind a suicide note that spoke of his battle with loneliness and depression.

Kim's body was taken to his funeral from the Asan Medical Centre in Seoul where it had been lying at rest.

The procession was led by one of Kim's bandmates from SHINee -- among the country's top boy bands -- dressed in black bearing a plaque topped by a crucifix and reading "Kim Jong-Hyun, believer".

His sister followed, tears coursing down her cheeks as she carried a picture of Kim in a dark wooden frame, smiling at the camera with his hair dyed a light brown.

The coffin was carried by the three other surviving SHINee band members and three from Super Junior, another boyband managed by the same agency, SM Entertainment, which dominates the industry.

Dozens of members of prominent K-pop acts were present, including Girls' Generation, EXO and Red Velvet, bowing their heads and praying, while people at the back sang Christian hymns.

Despite harsh winter weather, weeping fans in jackets, hats, scarves and masks waited outside for the hearse to leave, crying even harder as the black Lincoln limousine passed them by.

The coffin was taken to a private ceremony at an undisclosed location. It was not clear whether Kim's remains would be buried or cremated.

SHINee were among the groups that led the "Korean Wave" which saw South Korean pop culture develop a fan base across Asia and beyond.

But Kim, 27, was found in a hotel room in Seoul on Monday in what police said was suicide.

A coal briquette was burning on a frying pan -- a common method of self-killing in South Korea, an ultra-competitive society with one of the world's highest suicide rates.

Kim's close friend, musician Nine9, released his suicide note on her Instagram account, saying he had asked her to publish the message in the event of his death.

"I am broken from inside. The depression that gnawed on me slowly has finally engulfed me entirely," it said.

"I was so alone," he went on. "Please tell me I did a good job," he implored.

- Pop idol -

Known for peppy songs and carefully-choreographed dance numbers performed with military precision, five-member SHINee made their debut in 2008 and have released five albums that swept charts at home and abroad, with some reaching Number 1 on the US Billboard World Albums chart.

Kim's death sent shockwaves across the lucrative yet ultra-competitive K-pop industry, where stars bemoan a lack of privacy, online bullying and relentless public pressure to maintain a wholesome image at all times.

Kim was seen as a exemplary celebrity with flawless singing and dancing skills, who rarely made headlines for the drink-driving, drug use, or other perceived misbehaviours that have derailed the careers of many K-pop stars.

"You were such a model idol who worked so hard and never got into trouble," one online user said.

"It breaks my heart to just think that we fans didn't know how much pain and suffering you hid behind the always-smiling face."

Another fan posted: "This is just so devastating... I hope you will rest in peace now, Jonghyun, no longer in pain."