Protestors, including relatives and sympathisers, shouted "We want truth" as Ma, protected by security guards, made his way to the funeral site at the soldier's home in the central city of Taichung.
The service was held a day after more than 100,000 people took to the streets of the capital Taipei to protest over the death of Corporal Hung Chung-chiu and the "sloppy" military investigation of the case.
Hung died of heatstroke on July 4 -- apparently after being forced to exercise excessively as punishment for taking a smartphone onto his base -- just three days before the end of his compulsory year-long military service.
"As the president and the leader of the country's three armed forces, I hereby guarantee that Hung Chung-chiu will not have died in vain and such a tragedy will not happen again," Ma told Hung's father Hung Chi-tuan.
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A total of 18 military officials were indicted last week over Hung's death, including the former commander of his brigade, after military prosecutors completed their investigation.
They were indicted on charges ranging from abuse leading to death and involuntary manslaughter to imposing illegal punishment on a subordinate and offences against personal liberty.
"The four are likely to further collude with each other. Why they were released on a bail?" Hung's father asked Ma.
The president said military prosecutors had appealed against the court's ruling.
The rally yesterday was the second mass protest since the corporal's death.
About 30,000 people demonstrated outside the defence ministry in the capital on July 20, according to the activist group that organised the protests.
Ma has apologised for the incident and defence minister Kao Hua-chu stepped down to take political responsibility for the soldier's death.