Country star Chesney, 37, who grew up in east Tennessee, lives on the Caribbean island. The couple met at the Jan. 15 Concert of Hope tsunami relief benefit, where he sang and Zellweger, who turned 36 two weeks ago, took phone pledges.
Monday night's reception was held inside the affluent gated community of Peter Bay, residents said. Sunday night, about 45 guests joined the wedding couple at Rhumb Lines restaurant in downtown Cruz Bay, according to restaurant employees.
It was a more intimate scene than just two weeks ago, when while in Jacksonville, Fla., the Cold Mountain Oscar winner surprised Chesney by bringing him a margarita onstage for his song "When the Sun Goes Down" (a tradition at his shows) and kissing him on the cheek at his April 29 concert, PEOPLE reports.
Afterward, the actress, who grew up in Katy, Texas, told Chesney she'd be in Tennessee, so he invited her to lunch, and on May 2, the two pressed lips over a meal at Chinese restaurant P.F. Chang's near Nashville. "They were rather affectionate ... kissing and stuff," says restaurant manager Sherri Hungerbuhler.
The couple then reconvened at Chesney's sold-out concert in Sunrise, Fla., on May 7. Zellweger quietly watched the show from the sound production area in the back of the arena and then adjourned backstage where she danced and bounced to his music.
One of Chesney's biggest hits is a song called "You Had Me From Hello," a take-off on the famous line "You had me at hello" from Zellweger's breakout 1996 movie role opposite Tom Cruise in Jerry Maguire.
The marriage comes eight months after Zellweger split from White Stripes frontman Jack White. She was subsequently linked to singer Damien Rice, and previously had dated Jim Carrey at the time they made the 2000 movie Me, Myself and Irene.