Vonn, a retired championship ski racer, ended the tweet with the hashtags "MerryChristmas" and equality."
The couple had first announced their engagement in August. According to Vogue, Subban proposed to Vonn at their home in Los Angeles on Aug. 14.
"Lindsey's the best thing that's ever happened to me," Subban told the magazine. "There are people in life that deserve to be with good people. They have that person who takes care of them and makes them smile, and she deserves to be with someone who loves her more than anything else in the world, and I do."
The 30-year-old Subban joined the Devils this season after being traded from the Nashville Predators on June 22, 2019. He won the 2013 Norris Trophy, as the League's best defenseman, while with the Montreal Canadiens.
Subban also celebrated the couple's two-year anniversary with a Twitter post Wednesday, but before the big news broke.