The pair married in 2013 and will play together this year as members of Britain's women’s hockey team.
A record number of publicly out LGBT athletes are competing at this year’s Olympics.
It was night of firsts at the Rio Olympics’ Deodoro Stadium on Monday, as the winners of the first ever women’s rugby sevens finals were announced and a Brazilian player became the first athlete to accept a marriage proposal at the Games.
Marjorie Enya, a proposed to her girlfriend, rugby player Isadora Cerullo, in a rousing speech on the pitch met with a round of applause, following the medal ceremony of the inaugural rugby competition.
Ms Cerullo, 25, is a member of the Brazil squad who finished ninth in the tournament after failing to beat Japan. “I wanted to show people that love wins.” Ms Cerullo, who has been in a relationship with her fiancé for two years, grew up in the US and holds dual Brazil-US citizenship.
She and Ms Enya moved to Sao Paulo in order for her to focus on making Brazil’s squad for the Rio Games.
While another shows him stood looking over a stunning view, as Katie captioned it: "Caught this one @gavinhenson82 photographing his salad!!!
Not a bad view ." Clearly inseparable on the break, they later enjoyed a day sunbathing together, with Gavin staring off into the distance.
The sportsman, 34, joined Twitter just days ago, and immediately gushed over his other half as he added a snap of them cuddled up together on a night out in the sunny location, captioning it with love heart emojis.Meanwhile, he retweeted several of Katie's own photos, showing him topless and diving into a private pool - with Katie even capturing the all important moment in a short GIF.