The law prohibits them from accepting gifts worth more than $50.
"It was a nice gesture on Ellen's part and the firefighters were surprised by that, but state statute is very clear, so we FedExed the vouchers back to the Ellen show," Wellesley Fire Chief Richard DeLorie said.
The TV host gave Fire Capt. Jim Dennehy, Lt. Paul Delaney, Dave Papazian and Joan Cullinan the cruise tickets this week after they rescued a golden retriever from Charles River last month, the Boston Globe reported.
The dog had chased a squirrel onto thin ice and accidentally fell into the river.
DeGeneres also gave the firefighters and the dog monogrammed orange life vests, which they will be allowed to keep.
"The Ellen show put their names on them and things like that, so there's no real value to the life preservers," he said.
2014: The Year in Music [PHOTOS]