He played chief of police Jim Hopper in the streaming site's hit series, but swapped out his cop outfit for a pair of trunks as he dived into the sea with Lily.
The pair looked every bit the loved-up couple as they splashed around in the water before taking a romantic stroll along the beach on the volcanic island.
Mum-of-two Lily and partner David tied the knot back in 2020, getting married in a lavish Las Vegas ceremony officiated by an Elvis Presley impersonator.
In June last year, the US actor revealed that he met Lily on a dating app, while speaking to James Corden on The Late Late Show.
David spilled: "We met on one of them dating apps and then we went on a date at The Wolseley restaurant in London – I was shooting a movie here.
"She walked in and she said this about me – she claims to have fallen in love with me at first sight," David said as he let out a big laugh.
"But she said, 'When I saw you, I saw the biggest person I've ever seen in my life and, also, the smallest person I've ever seen in my life.
"Isn't that interesting? That is what made her fall in love with me is that I was very big and also very small in some way. I don't know what that means," he joked.
The actor and singer-songwriter were first romantically linked in January 2019, when they attended the BAFTA Tea party. They were later spotted together in London in August of the same year, as he filmed Black Widow.
Lily, who shares her daughters with her ex Sam Cooper, opened up on hopes to have more children someday after her wedding to David.
Speaking to The Sunday Times in October 2020, Lily was quizzed about becoming a mum again.
"I think so. Especially now Marnie's getting so big," she said. "It's like, 'No, my babies!'"
But, Lily revealed she's in no rush to get pregnant anytime soon as she said: "I'm in a really good place. I don't know if I'd mess with my hormones, at this particular point."