"I just can't believe how quickly the whole weekend went by," Sasha tells ET. "It was absolutely magical. We were deeply moved to share such a personal commitment with our family and closest friends as the sun set on the Cape."
"We felt very loved and will cherish all the wonderful moments we had this weekend," she adds. "I can't wait to see all the photos."
Sasha's sister, Natasha, shared plenty of snaps from the big day, including a gorgeous shot that showed their mother, Galina, helping Sasha with her ethereal, backless dress and long, sweeping veil.
Sasha told ET that her favorite moment of the night "was walking into the reception for the first time as a married couple as everyone clapped and cheered -- the room was magical."
While that was wonderfully romantic, one of the most adorable moments from the evening may have been when Sasha and Tom were gleefully lifted in chairs during the Hora, a traditional chair dance performed at Jewish weddings. "Bringing sexy back to wianno," Natasha joked of the moment, which she captured in black-and-white on Instagram.
On Sunday, Sasha shared a gorgeous photo of her and May overlooking the ocean following their ceremony.
"The last 48 hours has been a tremendous whirlwind for Tom and I," she wrote on Instagram. "Thank you to all our family and friends for traveling from far and wide to join us on our wedding day. We will cherish the many memories we made with you this past weekend!"
As if that wasn't beautiful enough, a few days ahead of the wedding, Sasha shared her gorgeous sunset in Cape Cod.
The nuptials were magical, but now, Sasha is excited to relax with her husband. "We're mostly just looking forward to finally being a married couple -- no more wedding planning -- and our honeymoon!" she tells ET.
Tom, a hedge fund manager, proposed to Cohen last July during a trip to Provincetown, Massachusetts.
"Engaged to the most incredible man... I've never been so happy," Sasha wrote on Instagram.
Since then, the 2006 Olympic silver medalist has been happily chronicling their adventures together, including some incredible, exotic travels to places like Thailand and Scotland.
It's been a big year for Sasha. In May, the three-time World Champion graduated from Columbia University and shared her big accomplishment on social media.
"I feel honored to be a part of the [General Studies] graduation at Columbia as we celebrate all that we have achieved here," she wrote on Instagram. "GS students have untraditional pasts coming from different backgrounds and careers but we all shared the dream of obtaining an Ivy League education."
And to top it all off, earlier this year, she was inducted into the U.S. Figure Skating Hall of Fame. Congratulations!
Sasha and Tom weren't the only ones to tie the knot this weekend. Lydia Hearst and Chris Hardwick also celebrated their nuptials on Saturday in Pasadena, California. For more on the happy couple, watch the video below.