The actress and musician were spotted out for a stroll in the Colorado getaway spot on Saturday, before heading to the wedding of their stylist friend Jamie Schneider.
"They are so happy together. Cameron thinks Benji is so hot," a source tells PEOPLE of the couple. "They have such an intense connection. And she's so happy with him. He makes her feel safe and secure."
Diaz, 43, and Madden, 37, dressed casually for the pre-wedding outing, with the actress wearing jeans and a sweater with her hair pulled back into a bun.
Madden donned black pants and sneakers along with a black, long-sleeve shirt.
Earlier this month, Diaz gushed about her husband on Andy Cohen's Sirius XM Radio show, telling the host that she has forgotten about her past loves now that she has Madden.
"Nothing matters now that I have my husband," she said. "I don't even remember any of that. Like, that's the thing, that's how I know he's my husband because no one compares."
Diaz and Madden wed in January 2015 in an intimate ceremony in their living room after being engaged for nearly three months.
Later in the weekend, the couple took to the star-studded wedding and were among a slew of celebrities including Jessica Alba, Kate Hudson, Katy Perry, Nicole Richie and Joel Madden.
The Aspen wedding – Schneider married hedge fund manager Nico Mizrahi – was highly documented on Snapchat, with the celebs sharing silly photos from the event.