"Merry Christmas and happy holidays everyone!! On our 2 year anniversary, in a "non traditional" move, I asked PK to marry me and he said, Yes," Vonn tweeted on Christmas Day. "Yes (bashful emoji) ! Women aren't the only ones who should get engagement rings!"
The former ski racer closed the tweet with the hashtags "MerryChristmas" and "equality."
Vonn linked a picture of herself and Subban with the ring, with the couple wearing matching striped pajamas in front of a Christmas tree with three dogs in the foreground. She also posted a close-up of Subban flashing the ring, with the words "Drip drip"and a blue teardrop.
Vonn also said on social media in August that they were engaged.
The 35-year-old Vonn recently retired from a skiing career that included three Olympic medals, four overall World Cup titles and 82 World Cup race wins, a record for a woman.
The 30-year-old Subban and won the 2013 Norris Trophy with Montreal as the NHL's top defenseman. He was traded to New Jersey from Nashville in June.
Vonn had a high-profile relationship with Tiger Woods. She previously was married to former ski racer Thomas Vonn, and kept his last name after they separated.