Thousands of mourners packed into a sports hall to remember Kazakh figure skater Denis Ten on Saturday, two days after he was stabbed to death in the street in Almaty.

The Olympic bronze medallist, who turned 25 in June, was knifed in broad daylight during a struggle with two men he had caught trying to steal the mirrors on his car, police said.

Fans, some of them crying, carried flowers and held up banners with the message "Forgive us, we couldn't save you" at the memorial service at the capital's Palace of Sport.

They listened to a recording of a song he wrote soon before his death, called "She Won't Be Mine".

"He was an outstanding personality, the real patriot of Kazakhstan," President Nursultan Nazarbayev said in a message read out at the event.

Several sports personalities from Kazakhstan flew in from abroad, including world middleweight boxing champion Gennady Golovkin who trains in the United States.

Ten became the first skater from Kazakhstan to win an Olympic medal when he got his bronze at the 2014 Sochi games.

He was then dogged by injury, but competed this year at the Pyeongchang Olympics where he was cheered by local fans because of his Korean roots and finished 27th.

Two suspect have been detained over the killing, police said.