Only a few dozen close friends and family members were there when the acting couple traded vows under a canopy on one of the 45-acre island's six beaches, People reported.
The bride wore a white gown and had her sister among her bridesmaids, the mag said. The groom wore a white tux jacket and black pants.
The celebration was a weekend affair, a source told the magazine, with guests enjoying the island lifestyle, including snorkeling, beach time and good food.
Depp's 15-year-old son and 12-year-old daughter with ex-partner Vanessa Paradis were there for their dad's ceremony, a source told Us Weekly.
The "Pirates of the Caribbean" actor, 51, and his "The Rum Diary" costar, 28, met on set in 2011, started dating in 2012 and got engaged early last year.