The dad-of-three is currently in Dubai with Kate and his three kids - Lorenz, 11, Tate, nine, and Tia, six - and took to Instagram to share a glimpse of his holiday with fans.
Captioning the lovely snap, the dad-of-three wrote: 'Out for dinner #Familytime ❤️'
In the rare picture, the former TOWIE star is seen walking alongside Rio's offspring, and seems especially close to six-year-old Tia, whose hand she's holding.
The dad, who's recently opened up about his relationship with Kate for the first time, refers to Kate as 'family' in the new photo, and fans were quick to gush over the sweet snap.
The dad has said on This Morning that his relationship with Kate is 'going well'
One fan commented: 'Wishing you every happiness. Moving forward doesn’t mean forgetting it just means holding memories in your heart.'
Another wrote: 'Just gorgeous. You must be so proud. Wishing you and your family every happiness ❤️ ', while a third said '@xkatiewright is such a beautiful woman inside and out! Adorable couple! So happy for you ❤️ you deserve love and happiness @rioferdy5'.
A fourth added: 'beautiful. You more than anyone deserves happiness and so do your children. And Kate is just perfect!'
Rio and Kate reportedly started dating at the beginning of 2017, but made their relationship public when Rio posted a picture on social media of Kate on holiday with his family in the summer.
He's recently opened up about the blossoming relationship for the first time on This Morning, revealing that his kids have been involved every step of the way.
'I'm happy again, and in a relationship and it's going well. The kids are also happy, they deserve to be after going through tragedy in the last few years of their life', he said a few weeks ago.
'There's not been one stage of going into this relationship where they've not been involved.
'As long as they feel they are involved and in the conversation I think there's a chance they can reach happiness.'
Rio lost his wife in 2015
Kate announced last month that she was taking a step back from her TV career, revealing that she wants to focus on Rio and his family.
'I'm taking a step back from the public eye, I want to keep my life private as I lived my previous relationship on TOWIE, my priority right now is Rio and the family', she said in a statement.
Rio sadly lost his wife Rebecca in 2015, and has since publicly spoken out about grieving as a parent in the BBC documentary Rio Ferdinand: Being Mum and Dad.