My condolences to you and your family. 
I attended my grandfather's funeral (I was living in HK) when I was pregnant. If you don't feel uncomfortable and don't want to have regrets, then I don't see why you can't attend.
"My mission in life is not merely to survive, but to thrive; and to do so with some passion, some compassion, some humor, and some style." -- Maya Angelou (1928-2014)