Caroline posted news of the engagement on her Twitter page as the New Year approached for those back home in Northern Ireland.
She wrote: Happy New Year everyone! Rory and I started 2014 with a bang! ... I said YES!!!!
The Danish tennis star posted a picture of what appears to be their engagement ring, along with a cute snap of the happy couple.
It looks like wedding bells are now on the horizon for the sports superstar couple in what would end up being one of 2014's biggest celebrity filled bashes.
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