The shoot took place on the sprawling grounds of the famous Louvre Museum, where the model's skimpy outfits did little to protect them from the city's inclement weather.
Sacre bleu! Some photos from the shoot show them all bundled up under a black blanket with their wings jutting out behind them.
But the bodacious brigade was obviously excited about the international shoot, despite their early call time, and shared their experience in a bunch of sneak peeks on social media.
"This is happening....@victoriassecret #paris #vsholiday," wrote Prinsloo, 24, who is engaged to Maroon 5's Adam Levine. The angel posted a picture of herself strutting down a corridor at sunrise in a white ensemble and enormous wings.
Apparently the shoot wrapped at 7 a.m., according to her disgruntled Mona Lisa-style selfie.
"7am and that's a wrap people. @victoriassecret #paris time for bed," she said.
Kloss, 21, the brand's newest and youngest angel, recorded a video highlighting their middle-of-the-night call time and panned the lighted-up museum grounds. She made sure to include a selfie-style smooch to her followers.
"it's Midnight in Paris. Can you guess where I am shooting..." she teased.
She later shared more photos of the shoot, saying she was "freezing" on set and showed Lima, 32, bundled up in a parka.
"the best way to stay warm on cold Parisian nights is to snuggle," she said, posting another photo of the bundled-up Angels.
Ambrosio, 32, posted several photos of the primping process, including one where she showed off her makeup that featured "Sophia Loren" eye makeup and things getting "weird backstage" at 5 a.m. She also shared a silly selfie with her bestie in front of I.M. Pei's illuminated glass pyramid at the Louvre.
"#lastnight #midnightinparis with my #bff @racheldobriner #Paris #Louvre," she wrote.
All this leads up to the brand's annual Victoria's Secret Fashion Show, which will air Dec. 10 on CBS.
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