The Oscar-winning actress exchanged vows with the French choreographer on August 4 but the couple only recently managed to schedule a holiday due to work commitments, reported Daily Star.
The newlyweds were joined by their one-year-old son Aleph, who was pictured with his parents playing on the beach in the sun.
The 31-year-old beauty has been busy drumming up support for US President Barack Obama's re-election campaign since becoming Mrs Millepied, and recently showed her support for the Democratic candidate at a rally in Las Vegas.