The mother-of-one was seen arriving at the BBC Radio 1 studios on Friday morning, her left hand newly-adorned with the white band, which features a gold triangular pattern.
The 32-year-old DJ and presenter announced her exciting news on Thursday night.
"I'm over the moon to tell you that on Sunday Jesse proposed and I happened to say Yes. ❤," wrote Fearne on Twitter.
The new mum swiftly received warm congratulations from her 4.8million followers, including a message from her future sister-in-law, Leah Wood.
"Well we have a COTTONWOOD in the family!!" Tweeted Leah. "Welcome we are all thrilled!!"
Celebrity Juice star Fearne and guitarist Jesse, whose father is Rolling Stone Ronnie Wood, are parents to ten-month-old son Rex.
Fearne hinted at her desire to tie the knot in an interview with Cosmopolitan in September.
"I'd love to get married and I'm sure Jesse would too," said Fearne. "But we don't have any plans yet.
"We're so hectic with a baby and two other kids [Jesse's two children Arthur, 11, and Lola, seven], and we're both working," she added. "I think it's important to feel like a family unit though."