Photos of the White House couple surfaced on social media, including on Lauren Kyle's Instagram feed on Monday.
"Mr and Mrs Trump," Kyle wrote on her Instagram feed, including an American flag in the caption.
Kyle's photo has more than 4,300 likes and hundreds of polarizing comments from Trump's supporters and critics.
The hockey star wore a giant blonde wig, blue suit and a striking red tie over a white dress shirt. He also donned an American flag pin on his lapel for good measure. Kyle wore a white dress and a brown hair color.
McDavid, a Canadian, is in his third season for the Edmonton Oilers. The 2016 All-Star led the league with 70 assists last season to go with 30 goals, combining for a league-high 100 points. He claimed the Hart Memorial Trophy, FKA Lester B. Pearson Award and the Art Ross Trophy.
The Hart Trophy is the NHL's Most Valuable Player award.
The 20-year-old center has five goals and six assists in 10 games this season. He tallied an assist in the Oilers' loss Saturday to the Washington Capitals.
Several other hockey players have shown off their costumes from last weekend's festivities.
Members of the Boston Bruins dressed up as the cast of Star Wars, including Yoda, Chewbacca and rival members of the Jedi and Dark Side. Las Vegas Golden Knights stars sported an array of costumes, including: Minions, a nun and Pennywise from the movie It.
The Oilers posted more costumes from their players on Monday via Twitter. Those costumes included the Joker from Batman and the rock band Kiss.
Let's hope that blonde flow fits under McDavid's helmet for the Oilers' game at 8:30 p.m. Wednesday against the Pittsburgh Penguins at Rogers Place in Edmonton.