Among the friends arriving with her was Cameron Diaz, the outlet reported.
Another source told E! News that fashion designer Stella McCartney was there and plans for the week-long celebration would include time at the beach and spa as well as some fabulous dinners out with friends.
The couple has kept it low-key since they went public with their engagement. They released a joint statement at the time, saying, "We feel incredibly lucky to have come together at this juncture in our lives when our collective successes and failures can serve as building blocks for a healthy and happy relationship."