The 46-year-old wed Tony Blair's former diary secretary, Kate Garvey, at Wesley's Church in London.
The private ceremony was attended by several politicians, and celebrities including model Lily Cole and Mick Hucknall, former lead singer of Simply Red.
Lily posted a picture on Twitter of the newlyweds (above) with the caption: "Jimmy and Kate Wales, new family".
The new Mr and Mrs Wales were serenaded by former political aide Alastair Campbell, who played the bagpipes.
The Yorkshire-born journalist – who has Scottish parents – wore a kilt in Clan Campbell tartan for the occasion.
Others from the world of politics wishing the couple well included Alastair's former boss Tony Blair and his wife Cherie, and David Miliband and his wife Louise.
David had brought a gift, wrapped up in pink tissue paper, for the happy couple.
As revealed on Wikipedia, the couple first met at the World Economic Forum in Davos, Switzerland.
This is America-born Jimmy's third marriage, but the first for Kate, who is a director at Freud Communications.
The couple have a little girl together, and Jimmy also has another daughter with his second wife Christine Rohan, who he met through a friend in Chicago when she was working as a steel trader for Mitsubishi.