McCarthy, a former co-host of the daytime talk show, "The View," and Wahlberg, part of 1980s boy band New Kids on the Block, held their ceremony in the suburb west of Chicago, according to E! Entertainment News.
Donnie's brother, actor Mark Wahlberg, was not at the ceremony, but posted a message and video on photo sharing site Instagram saying he and his family "wish we could be there." "Congratulations from all of us," it said.
Donnie and Mark Wahlberg currently co-star on a reality television show called "Wahlburgers" that focuses on brother Paul's Massachusetts restaurant.