The ceremony took place in a hotel at Mirza's hometown of Hyderabad, the capital of the southern Indian state of Andhra Pradesh, Rucha Naik, a spokeswoman for Mirza's family said Monday.
"Just now the Nikah (Muslim marriage ceremony) has been performed. Please pray for the couple," Naik told reporters.
The union of two of South Asia's best known sports personalities came amid a controversy caused by another Indian woman, Ayesha Siddique, who claimed she was already married to Malik. Last week, Muslim elders brokered a divorce between the pair, clearing the way for the wedding.
Sania Mirza was dressed in a traditional red sari that her mother wore at her own wedding 25 years ago, the Press Trust of India news agency reported.
Both Mirza and Malik will now be based in Dubai, the United Arab Emirates, but continue to represent their countries in their respective sports, Mirza's father Imran Mirza said.
Earlier this month, Siddique filed a police complaint against Malik over his plans to wed Mirza.
In her complaint, Siddique alleged that Malik married her in June 2002 and accused him of subjecting her to cruelty and harassment by denying that the wedding took place and by trying to marry another woman.
Siddique's mother, Farisa Siddique, said her daughter's only demand was a divorce from Malik. The Siddique family withdrew the police complaint after the divorce papers were signed by the two.
It's not the first time that a Pakistani cricketer has married to a high-profile Indian woman.
Former test batsman Mohsin Khan, now Pakistan chief selector, married Indian actress Reena Roy in the 1980s. The marriage later broke down.