Samberg, 35, and Newsom, 31, have dated for five years and announced their engagement in February.
"He liked her music and would go to her shows," a friend once told Us. "He had the biggest crush on her."
The comedic actor tied the knot just three weeks after his former co-star Seth Meyers, who married human rights lawyer Alexi Ashe on Sept. 1 in Martha's Vineyard.
Adam Sandler, Amy Poehler, Nick Kroll, Justin Timberlake, Jessica Biel, Maya Rudolph and her partner Paul Thomas Anderson are said to have been among the celebrity guests at the ceremony.
"SNL" returns Sept. 28 with six new cast members following the departures of Samberg, Fred Armisen and Bill Hader after last season. The season premiere will be hosted by Tina Fey, with Arcade Fire serving as musical guest.
View slideshow: Meet the new "SNL" cast members and writers
"Brooklyn Nine-Nine" continues Tuesdays at 8:30/7:30 p.m. CT on Fox.