The 40-year-old country star can be heard cheering on 2-year-old Apollo as he rides a toy horse in a video Stefani shared Monday on Snapchat.
"There you go. Ride that horsey!" Shelton encouraged the toddler, who was wearing an adorable Pikachu onesie.
The "Came Here to Forget" singer treated Stefani and her family to a private concert on Christmas Eve. Stefani's dad, Dennis Stefani, and her siblings were among those in attendance, according to Snapchat posts.
Shelton joined Stefani and her sons on a winter getaway to Lake Arrowhead, Calif., earlier this month. He later revealed on Jimmy Kimmel Live! that he and the 47-year-old singer enjoy Bachelor-style dates in his private helicopter.
"We use that thing a lot. It gets more use than you would think," the star said of the chopper. "I don't fly it. I don't know how to fly, so we use somebody else."
Shelton and Stefani confirmed their relationship in November 2015 after splitting from their respective spouses, Miranda Lambert and Gavin Rossdale, earlier that year. They were rumored in August to have hired a wedding planner, and sources recently told Us Weekly they're "starting to finalize" arrangements.
"They've met with vendors," a source said, with another adding that the pair hope to marry "before the end of the year."
Shelton last released the album if I'm Honest in May, while Stefani released This is What the Truth Feels Like in March. The couple will serve as coaches on The Voice Season 12 in early 2017.