Monday’s ceremony took place in front of close friends and family, publicist Nanci Ryder said. It is the first marriage for both stars.
The bride wore a dress designed by Carolina Herrera.
Chesney, 37, grew up in east Tennessee and lives on the island of St John, while Zellweger, who turned 36 two weeks ago, is from Katy, Texas.
The couple met at the Concert of Hope tsunami relief benefit on January 15, where Chesney was singing and Zellweger was answering telephones.
The wedding reception was held on Monday night at Chesney’s house in the gated community of Peter Bay, on the north side of the island.
Guests could be seen milling around a garden where there was an outdoor buffet and light music playing.
The couple and about 45 guests gathered on Sunday night at Rhumb Lines restaurant in Cruz Bay, the main town on the island, according to restaurant employees.
Zellweger won a best supporting actress Oscar for Cold Mountain. She was nominated for Oscars for her work in Chicago and Bridget Jones’s Diary.
Chesney has two albums on Billboard’s top 10 country albums chart, and his single Anything But Mine is number six on the magazine’s hot country songs list.
According to Country Weekly magazine, Chesney long ago named Zellweger as his favourite actress and was inspired to write his 1999 hit You Had Me From Hello after seeing her in Jerry Maguire.
Zellweger appeared at a recent Chesney concert in Jacksonville, Florida, presenting him with a margarita and a kiss on stage.
Zellweger has dated White Stripes singer Jack White and her Me, Myself and Irene co-star Jim Carrey, and was recently linked to Irish singer-songwriter Damian Rice.