The couple - who tied the knot in India on 1 December - are in the luxury Alpine village of Verbier for a ski holiday with Priyanka's mother Madhu, Nick's older brother Joe Jonas and his fiancee, Sophie Turner, and the singer's little brother, Frankie Jonas.
The "Quantico" star has been sharing snaps from the snowy getaway, and posted a photo of her and her new husband cuddling as they enjoyed a drink.
"Happiness in the mountains," Priyanka captioned the sweet photo.
"Game of Thrones" star Sophie also posted some pictures from the trip, including one of her and Joe playfully sticking their tongues out for the camera.
"With my love in the mountains," she wrote on Instagram.
"The mountains, my love, family and friends," Nick captioned a gallery of images from the trip, showing the group travelling on a private plane.
Since their opulent wedding weekend at the Umaid Bhawan Palace in Jodhpur, Rajasthan, the newlyweds have been travelling around the world with their family and friends.
Nick and Priyanka celebrated their first Christmas together as a married couple in Sophie's home town of Warwick in England.
"From our family to yours," the former Bollywood star captioned one big family shot, before posting a snap of the group - including Sophie's parents - alongside Nick, Joe, Frankie and their parents, Denise and Paul.
"Family," she simply captioned the photo.
However, there was one family member missing from the festivities. Kevin Jonas, 31, was back at home in the U.S. with wife Danielle and their two young daughters.
"Missing one brother," Nick wrote alongside a snap of him, Joe and Frankie cuddling a Christmas tree. "Sending all the families love on this Christmas."