Watching the colourful parade from a secured private box, Jesus and the songstress - spotted on a romantic date earlier in the week - gave a public show of togetherness as they tended to the singer's two daughters, Lourdes and Mercy.
On numerous occasions, the 23-year-old model – wearing a top hat studded with diamantes – was pictured cradling Mercy, who dressed for the occasion in a pretty pink party dress.
Holding up the little girl so she could have a better view of the children's samba schools parade, the handsome Brazilian seemed a natural as he looked after the five-year-old.
Madonna's eldest child, 13-year-old Lourdes – who bears more than a passing resemblance to her famous mum – also seemed to be enjoying the festivities.
Rio's famous carnival kicked off on Friday and will continue to run until Tuesday.
Every year, stars flock to the Brazilian city to enjoy the spectacle. And this year was no different.
After filming a music video together, Beyonce and Alicia Keys were both in town in time for the annual event, while Paris Hilton and Gerard Butler have also been spotted enjoying the parade.
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