Xavier Bettel has become the first serving EU leader – and second leader in the world – to marry a same-gender partner.
The prime minister and his partner are among the first to benefit after the country changed its laws to allow gay marriages last year.
The union comes after Iceland’s then-PM Johanna Sigurdardottir married her same-gender partner in 2010.
Xavier Bettel formed a government in December 2013 to become Luxembourg’s first openly gay prime minister.
He announced that he and his civil partner Gauthier Destenay, an architect, would be getting married just months after lawmakers approved the law change in June 2014.
“I could have hidden it or repressed it and been unhappy my whole life,” Xavier Bettel reportedly told a Belgian broadcaster the night before the nuptials.
“But I told myself that if you want to be a politician and be honest in politics, you have to be honest with yourself and accept that you are who you are.”
Former Belgian PM Elio di Rupo was the EU’s first openly gay national leader.
The Luxembourg newly-weds are not expected to go away on a honeymoon, as Xavier Bettel has to attend an economic forum in Kazakhstan, according to AFP news agency.
A friend of the couple told the French news agency Xavier Bettel was keen to keep his private life out of the public spotlight.
Among the guests spotted in the crowd was Belgian PM Charles Michel, according to Luxemburger Wort newspaper.
Correspondents say Luxembourg was previously a conservative Catholic country but attitudes have changed in recent years, in part due to the high number of immigrants and foreign workers.
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