The couple exchanged vows in a small, private ceremony before District Judge Michael Cherry, said Todd Wilson, spokesman for Agassi Enterprises.
"We are so blessed to be married and starting this chapter of our lives," the couple said in a joint statement. "The privacy and intimacy of our ceremony was beautiful and reflective of all we value."
The wedding could not be immediately confirmed by the judge's office or the Clark County Marriage Bureau.
A Clark County clerk's office spokeswoman said it takes the office about three days to record a marriage license.
It is not known where the wedding took place or if the couple plans to go on a honeymoon.
"They want to keep all that private," Wilson said.
The couple, who live in Las Vegas, is expecting their first child - a boy - in December.
Agassi, 31, and Graf, 32, began dating after each won their side of the French Open in 1999.
Agassi, who won this year's Australian Open for his seventh career Grand Slam title, is ranked second in the world.
Graf, a winner of 22 Grand Slam titles, dominated women's tennis before retiring in 1999.
Agassi was previously married to actress Brooke Shields. It is Graf's first marriage.
In September, Agassi told The Associated Press that while the couple definitely planned to marry, a wedding was on hold until after their son was born.
Agassi said at the time that he and Graf would wait to marry "until the little one is around and everybody (has) kind of recovered."
The couple recently bought a $23 million home in the San Francisco Bay area. They announced in July they were expecting a baby.
By Lisa Snedeker © MMI The Associated Press. All Rights Reserved. This material may not be published, broadcast, rewritten, or redistributed