"Plane rides tho... #emirates," the 'Come and Get It' singer wrote on Instagram after traveling overnight.
"Pashminas and candles under the stars," she also shared while hugging Jenner and Hadid on a bench.
Hadid's boyfriend Cody Simpson also packed his bags for the year-end getaway.
The singer was spotted arriving at LAX airport in Los Angeles with his girlfriend and Jenner last weekend.
"Dubai bound tomorrow with some mates. New Years will be mental. Then a little Maldives surf action," he tweeted.