Guests, who had been asked to wear white in a break from tradition, were due to include Ulrika Jonsson, Will Self, Mark Lamarr and Jools Holland.
The 44-year-old's best man was his comedy partner, Bob Mortimer.
The couple have signed picture deals with celebrity magazines and security at the ceremony at Eastwell Manor near Ashford in Kent was accordingly tight.
It had been reported that Reeves's former wife, Sarah Vincent, was to have been a bridesmaid.
But she later dismissed the claims, saying that she was not even invited to the wedding.
Stringfellows nightclub
Reeves, who was wearing a dark suit and tie, arrived at the four star hotel in his E-registration Bentley with his four-year-old son, Louis.
His daughter, eight-year-old Alice, was also expected to be there.
Reeves met 26-year-old Nancy, a former dancer at London's Stringfellows nightclub, two years ago when they were making a BBC TV programme.
He proposed to her on bended knee at the capital's Groucho private members' club, serenading her with the standard, The Very Thought Of You.
Fitness instructor
Reeves - real name Jim Moir - has led a colourful personal life.
He was married to Sarah for six years until the couple split in 1996.
She reportedly left him for a builder who had been employed to renovate their home, then moved back in with him after three months.
Sarah left him again in 1999 to begin a relationship with her fitness instructor, Julia Jones.
In another twist Reeves moved into Ms Jones's house with the couple, sleeping in the spare room.
Surreal humour
He later became engaged to actress Emilia Fox, who reportedly called off their engagement the same year.
Reeves's surreal style of humour became a TV hit during the late 1980s with the variety show Big Night Out.
His most popular show, Shooting Stars, was launched in 1993 and won a Bafta for best light entertainment programme in 1997.
He recently hit out at the state of Saturday night television, claiming there was a lack of original ideas on British screens.