The property developer posted a stunning snap of snow-covered trees against the night sky.
His Instagram update comes after the couple were spotted enjoying their holiday in Verbier.
Edo was pictured pushing Sienna in a pram on a snowy mountain while Beatrice walked with her stepson Wolfie, who she calls her “bonus son”, earlier this week.
The Duchess of York, Eugenie and her husband Jack have also been seen out and about during the trip.
The family headed off to their chalet on the Swiss slopes on Boxing Day.
Prince Andrew, who is facing a civil sex lawsuit against him, did not join.
Beatrice is already stepmother to Edo’s young son Wolfie, from his previous relationship with his ex-fiancee Dara Huang.
The couple have not yet shared a snap of little Sienna, with royal fans only given a glimpse of prints of the tot’s tiny feet.
Sienna’s arrival came months after Eugenie and Jack’s first child was born in February.
Beatrice and Eugenie will be delighted to have their children so close together in age and to share the experience of being first-time mothers.
Beatrice and Edo married in a low-key lockdown wedding in July 2020.
The pair became engaged during a weekend away in Italy after a whirlwind romance.
Beatrice and Edo’s families have known one another for years and they began dating in autumn 2018 after meeting again at Eugenie and Jack’s wedding.
Eugenie and Jack’s baby boy August was baptised at a rare double royal christening in November along with Zara and Mike Tindall’s son Lucas.
Source: EXPRESS CO UK