Rhoda wore a Carolina Herrera dress and Chopard earrings, featuring 14.7-carats of diamonds, for the occasion at the Water Mill, New York, museum.
Social media posts show the couple at the altar facing a rustic scene in the evening light, as the sun is setting, and the party afterward, as the mood turned even more celebratory.
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Avery, 35, and Rhoda, 28, began dating in 2010, but were reportedly on-and-off before becoming more serious in the spring of 2013.
The former NHL star (slash Vogue intern) and model announced their engagement in November 2013 – telling PEOPLE then, “We are excited to plan the most beautiful and fun wedding that we could ever imagine.”