According to the Bournemouth Echo, the pair tied the knot at the Captain's Club Hotel.
King, 33, and Shaw, 27, live together with Corey, her four-year-old son from her previous marriage to TV personality Darren Day.
The couple announced their engagement in August 2008, claiming that they "couldn't be happier" with each other.
Shaw's former Hear'Say bandmates Myleene Klass, Danny Foster and Noel Sullivan were rumoured to have been invited to the wedding. However, Klass is currently working on I'm A Celebrity... in the US, so it is known that she did not attend.
Kym Marsh, who was also in the original Hear'Say lineup, was left off the guestlist.