The pair posed for a Twitter photograph as they spent time with the One Direction singer's parents, siblings and cousins.
Edwards's Little Mix bandmates recently revealed that Malik "worships the ground" she walks on.
"They're so cute together," Jesy Nelson said.
"Zayn worships the ground she walks on. The other day she got out of the car to see him and he was outside within seconds kissing her.
"They're really good with the long-distance thing as well. I can definitely see them lasting. He loves her to pieces."
Malik and Edwards were first reported to be dating last December. They confirmed their relationship in May.
Watch Little Mix's video for 'Wings' below: