Later that night, the couple met up, both casually dressed for the cold.
According to reports, the ring looks to be no less than three carats, and is valued at close to $300,000.
Jeter and Davis got engaged late last month, and the two celebrated the news in Napa, California with family, ET previously confirmed. The private athlete later confirmed the engagement news himself, referring to Davis as his "fiancee" in an article posted on The Players' Tribune on Tuesday. Opening up about how his beloved dog, Kane, came into his life, Jeter wrote, "He was a Christmas gift last year from my fiancee, whose family had Mastiffs growing up."
The photogenic couple have been linked since 2012.