The 35-year-old British singer and actor exchanged vows at the Graceland Wedding Chapel, which was officiated over by an Elvis Presley impersonator (obviously).
Sharing photos from their wedding on Instagram, David, 45, wrote: “In a wedding officiated by the king himself, the people’s princess wed her devoted, low born, but kind credit card holder in a beautiful ceremony lit by the ashen skies courtesy of a burning state miles away in the midst of a global pandemic.
“Refreshments were served at a small reception following.”
The pair celebrated with a delivery of burgers, fries and shakes from the US fast food chain In-N-Out Burger.
Lily, who wore a short buttoned white dress for the occasion, also shared photos from the day, captioning them with three love-heart emojis.
In one image, the Smile singer is seen eating a burger in her wedding dress, while another pictures the couple moments after tying the knot.
Lily, was previously married to builder Sam Cooper, with whom she shares her two daughters.
In July, she marked a year of sobriety, saying she was “grateful” for her “health and happiness”.
David, who plays Jim Hopper in the hit Netflix sci-fi series, was previously in a relationship with Fantastic Beasts And Where to Find Them actress Alison Sudol.
It is thought the pair have been in a relationship since the summer of 2019.