The two held their wedding ceremony Sunday at the Castiglion del Bosco Hotel in Tuscany, Italy, according to TMZ Sports.
Lee played in the NBA from 2005 to 2017. He was named an All-Star in 2010 with the Knicks and in 2013 with the Warriors.
Lee won an NBA championship with the Warriors in 2015. He retired in November 2017.
Wozniacki won the 2018 Australian Open.