Diplomats, members of Congress and transplanted Swedes from all walks of life paid tribute here yesterday to Olof Palme in a poignant memorial service that still echoed the shock of the assassination of the Swedish prime minister a week ago.

"The unthinkable has happened in our orderly society. Our prime minister has been killed," Sweden's Ambassador Wilhelm Wachtmeister told about 500 persons gathered at National Presbyterian Church.

Wachtmeister likened the death of Palme, shot while walking home with his wife from a movie last Friday night, to the 1963 assassination of President John F. Kennedy.

Sen. Edward M. Kennedy (D-Mass.), one of four Americans who spoke, praised the peace-activist Palme as "more than a prime minister, he was a prophet" of the magnitude of Gandhi and Martin Luther King Jr.

"Sometimes, it seems that hate and violence cannot abide those who stand for reason and peace," said Kennedy somberly, and his voice broke slightly as he concluded his tribute to Palme with "some words I spoke for Robert Kennedy.

"Olof Palme saw war -- and tried to stop it. Let us pray that what he was for us -- and what he wished for others -- will someday come to pass for all the world."

Former secretary of state Henry Kissinger called Palme "a friend" though he acknowledged that the Swedish leader had been one of the strongest critics of American policy in Vietnam, much of which the former secretary had engineered.

Kissinger called Palme "a gentle and caring man" and recounted how when the secretary was recovering from major heart surgery, Palme had interrupted his schedule and "called me from some airport for a long conversation."

Kissinger said, "As the years went by, I came to think of Palme more and more as a sentinel on the horizon of freedom . . . It has been a privilege to know him as a man."

Sen. Charles McC. Mathias Jr. (R-Md.), noting that Palme as a young man had studied at Kenyon College in Ohio, said, "America was an important part of Olof Palme's life . . . . When he was critical of America, I always felt he knew how fine we ought to be and he did not like to see us fall short . . . . "

Deputy Secretary of State John C. Whitehead praised Palme for dedicating his life "to a world without war . . . . No tribute is more fitting than to renew our commitment to a just and peaceful world."