The Premiership winner tied the knot with Rebekah Nicholson at Peckforton Castle in Cheshire.
Guests included stars from the worlds of music and football.
The 29-year-old had already postponed the big day three times to avoid footballing commitments but will miss England's friendly on Friday.
Fellow England internationals were all apparently invited but manager Roy Hodgson poured cold water on the plans.
But he did give permission to the Foxes' Danny Drinkwater - as long as he made it to England training by 17:00.
With England commitments taking up much of the summer, Vardy - who signed from then non-league Fleetwood Town four years ago - has said he will delay his honeymoon.
Guests at the glitzy bash included One Direction singer Louis Tomlinson and Kasabian guitarist - and Foxes fan - Sergio Pizzorno.
Vardy's Premier League-winning team-mates Wes Morgan, Danny Simpson and Marcin Wasilewski also saw him tie the knot along with best man David Nugent.
Vardy has previously said it would be a quiet night for him as he prepares for a busy summer of football.

30 December 2015 Last updated at 13:37 GMT
The storm has also brought heavy rain and gales to Northern Ireland and Scotland, with flood warnings in place across the UK.
Hundreds of homes have been evacuated and thousands left without power with many areas fearing the storm will bring more flooding.
Leicester City striker Jamie Vardy has got married at a star-studded ceremony - after postponing his nuptials three times.
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A large batch of sea foam has washed up on the coastal town of Tramore as Storm Frank moved across the Republic of Ireland.