The couple tied the knot in Palm Springs, California, after being engaged for three years, reported People magazine.
Sigler, 34, teased her secret wedding by posting a photo of her and Dykstra getting their marriage license at the courthouse.
"It's about time," she captioned it.
"The Sopranos" actress wore an Oscar de la Renta dress and Forevermark Diamonds jewels for her special day, while Dykstra wore a suit by Brooks Brothers.
"I just wanted it to feel like a wonderland with candlelight. I'm excited about just seeing everyone have a great time because we put so much heart and love into this," said Sigler, who was escorted down the aisle by her father.