He was pictured with girlfriend Lauren Sanchez for the first time since he quit as Amazon CEO.
Bezos, 57, and Sanchez, 51, arrived at the luxurious Mexican vacation spot in a private jet on Friday and were quickly whisked away by a waiting limousine to begin their weekend retreat.
They were photographed on the swanky ride as well as strolling along the water in the sunshine.
Bezos, who is worth $190 billion, is rumored to own a mansion in Los Cabos.
Lauren Sanchez is an Emmy Award-winning American news anchor and the girlfriend of departing Amazon boss Jeff Bezos.
The couple has been dating since January 2018.
The affair came to light when Bezos accused the National Enquirer of blackmailing him in an infamous blog post in February 2019.
It is also believed Bezos made his divorce announcement from his wife MacKenzie believing that photos of himself and Sanchez could soon be made public.
Bezos stunned the business world when he announced his plans to step down earlier this month.
He revealed his plans in a letter to his 1.3 million Amazon employees, insisting he wasn't retiring but wants to focus on his 'passions' including his space and climate change ventures.
Bezos will move to the role of Executive Chair where he says he wants to focus on new products and initiatives.
He didn't explain the timing for the announcement, but it comes as he faces increased scrutiny from Washington over Amazon's business practices.