The couple, who recently sparked rumours they were on the rocks, were spotted disembarking from a private plane with their entourage in Cabo San Lucas, after celebrating Christmas with Theroux's family in New York City, reported Daily Mirror.
Aniston looked happy and relaxed as she and Theroux, 42, made their way to a waiting chauffeured vehicle to take them to their hotel.
The 44-year-old actress was wearing her large sparkling engagement ring.
The couple recently had relationship counselling and are determined to make more time for each other in 2014.
'Machete Kills' star Jessica Alba, 32, was also spotted arriving in the sun-drenched hotspot for a New Year's holiday with her husband, Cash Warren, and their daughters, Honor, five, and Haven, two.
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