The couple flew out to the United Arab Emirates on Saturday (10 May) along with their daughters Lilly-Ella, Lexie and Lourdes, for a quick holiday ahead of this summer's World Cup.
While enjoying the sunshine, Alex has also been sharing some pictures of their trip, including a cute one of herself and Steven during dinner.
Alex, 31, is dressed in a simple white dress in the snap, while England captain Steven, 33, is looking smart in a grey shirt.
The day before they went away, the couple's middle daughter Lexie turned eight and she celebrated in Dubai with a special cake.
Alex, who married Steven in 2007, also shared a picture of the moment Lexie blew out her candle during a family meal. Aww, what a beaut!
Meanwhile, on morning of her birthday, Alex had also tweeted a snap of herself lying in bed with Lexie and her eldest daughter Lilly-Ella, 10.
Alongside it, the mum-of-three wrote: "Happy birthday to my little Lexie 8 today!!! Xxxx"
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