Sale's agent Neil Glasberg says the couple was married Wednesday in California.
Sale tweeted a picture of herself in a white dress holding flowers with Simpson.
"I am a married woman," she tweeted. "Luckiest girl in the world tonight. Married my best friend, Craig."
The two skated together and were voted the winners of Season 1 of CBC reality show "Battle of the Blades" in November 2009.
Sale is a former competitive figure skater and Simpson played 10 seasons in the NHL.
Sale's first husband was David Pelletier, her partner when they won the gold medal in pairs figure skating in the 2002 Olympics in Salt Lake City.
They were awarded gold later in the Games after a judging scandal. The Canadians shared first place with Russians Elena Berezhnaya and Anton Sikharulidze
Sale, a 35-year-old native of Calgary, and Pelletier had a son in 2007 and divorced in 2010.
Simpson played in Edmonton, Pittsburgh and Buffalo. The 45-year-old from London, Ont., won two Stanley Cups with the Oilers in 1988 and 1990.
He's a television hockey analyst for CBC. Simpson has three children from an earlier marriage, including a son Dillon who was drafted by the Edmonton Oilers.Suggest a correction