The controversial player captioned the Instagram shot: "She said yes.. The most important yes in my life. That was the place of my question! I Love you and happy birthday too ! Je t'aime my WIFE ❤ @thisisfannyneguesha".
Fanny also posted the snap on her account, writing: "Tonight, I said the most important yes of my life. That was the best present for my birthday! I love you first and unique husband."
The pair have been together on and off for several years, and at one point Fanny announced to the world she was single. But the pair soon reunited.
A former Manchester City player, Mario also included a picture of where he proposed, which is thought to be Mangaratiba, near Italy's base for the World Cup.
Mario will more than likely start his 2014 World Cup chances at 11pm GMT on Saturday, as Italy play England at Manuas in Brazil.