Hurley, 41, and Indian businessman Arun Nayar, 42, arrived with about 240 guests and truckloads of expensive Louis Vuitton luggage for three days of entertainment.
They are taking over the desert city's hill-top Umaid Bhavan Palace for traditional Indian celebrations after a civil marriage at an English castle and celebrations in Mumbai.
The visit was earlier immersed in controversy after Indian authorities tore down part of a venue built to host a wedding party in Mumbai because it infringed on a popular beach.
Hurley, wearing sunglasses and a pink dress, arrived at Jodhpur airport accompanied by Nayar and her young son Damian.
Journalists and cameramen besieged their Bentley, which drove off accompanied by at least three police vehicles and another car for the couple's private security team.
Guests include designer Tom Ford, Princess Marie-Chantal of Greece and Evelyn Lauder, the daughter-in-law of cosmetics company founder Estee Lauder.
“They're not sleeping very much because there are so many parties,” Lauder told reporters at the airport, referring to the newlyweds. “We don't go to bed till four-thirty in the morning.”—Reuters