The 75-year-old married businesswoman Marcia Cibele Aoki, 50, in a ceremony in the resort of Guaruja, near Sao Paulo, on Saturday.
The couple have been in a relationship for six years.
The announcement was made on Pele's social media channels, and Brazilian television showed parts of the ceremony.
In Pele's words on a social media page, Ms Aoki is his "definitive love".
In Brazil, Pele is tipped to light the cauldron on August 5 at the opening ceremony of the Rio Olympics.
At the closing ceremony of the London Games in 2012, the three-time World Cup winner appeared in Rio's presentation to promise to welcome the world at the next Games.