His brother and best man Val Chmerkovskiy and friend, maid-of-honor and wedding planner Nicole Volynets Gamer and her husband Ilya Gamer also flew there. Val's girlfriend Jenna Johnson stayed behind in the U.S. as she is competing on So You Think You Can Dance All-Stars season 14.
Maks and Peta did, however, travel without their 7-month-old son Shai.
"Missing our little Shai - this is our first trip away just the two of us," Peta wrote on Instagram Wednesday, alongside a photo of her walking up a flight of stone steps in the beautiful village of Bellagio in the Lake Como area.
The group flew to the country to attend a friend's wedding.
A source told E! News exclusively that Maks and Peta plan to soon continue their romantic vacation in Italy by themselves.