Bakken was found dead in his hotel room in Italy on Tuesday.
On the way into the church, Emilie Nordskar, acting secretary general of the Norwegian Biathlon Association, once again commented on the death.
"It's an unbelievable message to receive. It's a dark day and the hardest working day I've had in my life," she tells VG.
Ann Cathrin Opsann Tomten is a priest in the pastorate and was also the one who gave the family the death notice on Tuesday.
"They are having a hard time. I had to give them the news, and it was a shock," she tells VG.
The cause of death is still unclear.
