According to E! News, the couple were spotted leaving LAX with Halle's daughter Nahla to head to their mystery wedding destination.
Olivier proposed to the 'Monster's Ball' actress last year. They are currently expecting their first child together.
It will be Halle's third marriage, having previously walked down the aisle with David Justice in 1993 and singer Eric Benét in 2001.
Martinez - known as the 'French Brad Pitt' - was previously in a five year relationship with Kylie Minogue.
Speaking previously about her wedding plans, Halle said: "I do know it will be very small.
"I haven't been to many weddings, but I went to one this weekend with 250 guests. I thought, 'Wow - so this is a wedding, huh?'
"I've never had that, nor have I wanted that. I wasn't even trying to catch the bouquet!"
Halle Berry poses for photos wearing a patterned dress.
Actress Halle Berry wears a black tulle dress.
New York, 2001
Actress Halle Berry takes part in a charity fundraising event.
Los Angeles, 2001
Actress Halle Berry wears a floor length red gown with waist detail.
Actress Halle Berry appears on The Tonight Show with Jay Leno.
New York, 2004
Actress Halle Berry arrives to the Late Show with David Letterman.
Actress Halle Berry attends the German premiere of her new film <em>Catwoman</em>.
New York, 2005
Actress Halle Berry wears a white dress with matching shoes and bag.
Halle Berry on stage during the 77th Annual Academy Awards.
Actress Halle Berry attends Oprah Winfrey's Legends Ball wearing a white and silver dress.
Actress Halle Berry arrives at the 9th Annual Hollywood Film Awards.
Actress Halle Berry attends the photocall for the latest <em>X-Men: The Last Stand</em>.
Actress Halle Berry wears a gold one-shouldered dress with clutch bag.
Actor Halle Berry wears a pink dress.
New York, A/W 2006/7
Designer Ralph Lauren greets actress Halle Berry on the runway.
Actress Halle Berry arrives wearing a gold strap dress.
Hollywood Walk of Fame, 2007
Actress Halle Berry attends a ceremony honouring her commitment to film wearing a black dress.
New York, 2007
Actress Halle Berry arrives pregnant with her first child wearing a black dress, with beige cardigan and black boots.
Pregnant actress Halle Berry arrives wearing a black dress and black boots.
Actress Halle Berry arrives wearing a black, strapless, fishtail dress.
Actress Halle Berry attends a press conference to promote <em>Gothika</em>.
Gothika premiere, 2009
Actress Halle Berry attends the world premiere of the film <em>Gothika</em> wearing an orange dress.
Actress Halle Berry arrives wearing a suit and nude shoes.
Golden Globes, 2010
Actress Halle Berry wears a floor-length black gown with red piping detail.
Halle Berry poses wearing black skinny jeans, black waistcoat and t-shirt.
Actress Halle Berry wearing a figure hugging strapless gold dress.
Actors Halle Berry stands with Katie Holmes wearing a white suit and matching clutch bag.
New York, 2011
Actress Halle Berry wears a black dress with cutout waist.
Halle Berry teams a t-shirt, jeans and grey cardigan at the EIF Revlon Run/Walk For Women event.
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