The couple tied the knot on Friday (December 21) at City Hall in Manhattan, with a reception later taking place at the Atlantic Grill for family and friends.
Burnett told People that it has always been a dream for her to marry at Christmastime.
"Christmas is our favourite time of year… We thought it would be the perfect time to get married," she explained.
The news anchor continued: "I was overflowing with joy to have those I love together [at the reception]."
Burnett has been the host of CNN's Out Front since 2011, having worked on CNBC for the previous five years.
Rubulotta is a managing director of financial giant Citigroup.
Watch Erin Burnett discuss her recent trip to Africa below: