Thomas Sullivan is consoled yesterday at the services for the rest of his family (pictured) killed last week.

The sole survivor of a horrific fire that killed his Westchester police captain father, his mother and two sisters led their tearful funeral procession yesterday amid bagpipers and legions of cops.

Holding his dad’s police hat, Thomas Sullivan Jr., 20, walked into St. James the Apostle Church at about 9 a.m. for the funeral of Larchmont Capt. Thomas Sullivan, 48 — a former Bronx cop — his wife Donna, 48, a nurse, and daughters Meaghan, 18, and Mairead, 13.

“Tom, your family loves you so much,” said Maura McLaughlin, Sullivan’s sister, in her eulogy to nearly 1,000 mourners.

Turning to her surviving nephew, she added, “Tommy, you represent your father, mother and sisters’ last gift to us.”

The four Sullivans were killed Tuesday despite the father’s efforts to save them from the flames.

Pictures of the family were put up near urns holding their cremated remains, surrounded by white carnations.

Larchmont Police Chief John Poleway remembered his captain as a lifelong Jets fan and a lover of music, baseball and vintage cars. “But most of all, his greatest passion was Donna and the kids,” he said.