Bollywood actress Priyanka Chopra and American singer Nick Jonas have tied the knot at a lavish ceremony in a royal Indian palace in front of friends and family.

Fireworks lit up the sky as the celebrity couple exchanged vows in a Christian ceremony at the opulent Umaid Bhawan palace in Jodhpur, in the western desert state of Rajasthan.

They were joined in the fabled "Blue City" by their families, including Jonas's brother Joe Jonas and his fiancée, British actress and Game of Thrones star Sophie Turner.

The multi-day festivities - dubbed India's "wedding of the year" - continue today with a Hindu ceremony for Chopra, 36, and Jonas, 26.

"One of the most special things that our relationship has given us is a merging of families who love and respect each other's faiths and cultures," Chopra posted on her Instagram account on Saturday.

The couple got engaged in August, sharing photos on social media showing them performing a prayer ritual in traditional Indian garb.

For their star-studded nuptials, keenly followed by Bollywood devotees and celebrity watchers, fashion designer Ralph Lauren created bespoke outfits.

The wedding celebrations commenced with a traditional Indian "mehndi" ceremony, with Chopra's arms and legs intricately painted with henna dyes.

Chopra wore vibrant Indian colours while Jonas was dressed in an embroidered kurta, an elaborate tunic.

Chopra, who won the Miss World pageant in 2000, is one of Bollywood's most famous stars and one of the few to have achieved success in the West.

She starred in the ABC thriller series Quantico and has released songs with US chart-toppers including Pitbull and The Chainsmokers.

Jonas first found success as a child, as the frontman of The Jonas Brothers with his two siblings.

The brothers hailed from a deeply devout Christian family and presented a wholesome image, including wearing purity rings to promote chastity.

In recent years, Jonas re-modeled himself with a more mature and edgy image, and has also turned to acting.