Peele, who also co-wrote the film with Key, arrived at the premiere hand-in-hand with his new bride at Hollywood's landmark Arclight Cinerama Dome Theater just a day after Peretti announced via Instagram that the couple had tied the knot under the radar after two years of dating and an engagement in November.
After the Brooklyn Nine-Nine actress, 38, headed inside, Peele told PEOPLE "I'll tell you, it felt even better [after getting married]. I know this is just a perfect situation, because every day it gets better."
"Aw! I love that!" added Key, 45, visibly pleased to hear his friend's response.
"We spent the money on ourselves and we had a day for us and we sort of got away, and it was the best thing we could've done," he explained. "I recommend elopement to anyone! Tell your family about it later."