Turkish media said that four people in connection with the murder were detained for questioning on Thursday, but police declined to comment.
The incident has raised tensions between the secular establishment and the religious-minded government.
Angry crowds outside the Ankara mosque where the funeral of slain judge Mustafa Ozbilgin was being conducted on Thursday pushed government ministers on their way inside.
The gunman, who opened fire on the judges inside Turkey's highest administrative court on Wednesday, allegedly said his attack was in retaliation for a recent ruling against a teacher who wore a headscarf. Four other judges were wounded in the attack.
The attacker, who was detained and was being interrogated by police, allegedly shouted: "I am the soldier of God," before opening fire.
The attack has stoked tension between the secular establishment and the government, led by Recep Tayyip Erdogan, the prime minister, which has been trying to raise the profile of Islam in this predominantly Muslim but secular country.
Erdogan's government has made no secret of its desire to lift a ban on wearing headscarves in government buildings and universities and had strongly criticised the court's decision against the teacher in February.
Women hold posters of Mustafa
Kemal Ataturk at an Ankara protest
Judicial officials, academics and ordinary Turks, including cleaners and union representatives, marched to the mausoleum of Mustafa Kemal Ataturk, the founder of secular Turkey, in a show of loyalty to secularism.
Several pro-secular newspapers condemned the attack, while pro-Islamic media speculated that it would provoke a crackdown on the Islamic movement.
The pro-Islamic Vakit newspaper condemned the attack but speculated that it was a provocative act by the pro-secular establishment to crack down on the Islamic movement.
Opposition parties held Erdogan's government responsible.
Erdogan's wife, Emine, wears a scarf and the wife of Abdullah Gul, the foreign minister, was barred from attending university for wearing her scarf.
The wives of most cabinet members also wear headscarves and are excluded from state functions and dinners by the establishment because of this.
The ban on headscarves on campuses and in state offices has been enforced since 1986 under the auspices of the military, which considers itself the guarantor of the secular constitution.
But the debate over the dress code dates to the days before Ataturk, who implemented Western reforms as he founded a secular Turkey from the ashes of the Ottoman Empire in 1923.