A-listers including Beyonce, Kim Kardashian and Eva Longoria were at the star-studded bash which took place in New Orleans on Thursday.
The event had a Beauty and the Beast theme and included 200 people on the guest list, according to media reports.
An entire block of the city was sealed off for the event which was held at the Contemporary Arts Center.
Other guests included tennis star Caroline Wozniacki, Kelly Rowland, Ciara, La La Anthony and Vogue editor Anna Wintour, according to the Daily Mail.
It reports that the wedding cost more than $1m (£760,000) and guests were asked not to bring their mobile phones because of an exclusive deal with Vogue.
Her coach Patrick Mouratoglou wished Serena a "happy wedding day" on Instagram.
The couple announced their engagement in December last year after dating for 15 months.
They made the news public by sharing a poem on Reddit which was titled: "I said Yes".
Serena gave birth to their daughter, Alexis Olympia, two months ago.