Actor Andrew Wale, 49, and guesthouse owner Neil Allard, 48, wed at the Royal Pavilion in Brighton just after midnight.
They were among a number of gay couples vying for the title of being the first to be married as ceremonies took place across the country.
The pair, who live in Brighton and have been together for seven years, had told Brighton and Hove City Council it would be a "privilege" to be the first same-sex couple to be married at a place which features in their daily lives and was the backdrop to their early dates.
Wearing matching suits, they arrived at the pavilion by car at about 11.30pm and stopped at the main entrance to pose for photos for the waiting media.
They were wed by senior ceremonies registrar Trevor Love, who pronounced them legally married at 12 minutes past midnight.
Mr Love conducted the city's first civil partnership in December 2005, and the couple's wedding was the first to take place in the former palace's Music Room, which was only licensed last year.
Mr Love said: "Brighton and Hove is a popular location for ceremonies and we have been busy keeping people up to date with the latest news about the introduction of same sex marriage.
"It is wonderful to see this law change being welcomed so enthusiastically in the city."
As they signed the register, wedding guest and former Casualty actress Rebecca Wheatley sang Here Comes The Sun.
They were also read a message from Baroness Stowell, who was successful in steering the Equal Marriage Bill for England and Wales through the House of Lords.
Following the ceremony Mr Allard said they felt "privileged" and "humbled".
Mr Wale said: "It's kind of extraordinary. We did not really expect it to happen so suddenly, so soon.
"We were waiting and nothing seemed to be happening so we were considering a civil partnership, which is not true equality. So we are very happy this day has come finally.
"It's very exciting. The ceremony was much more moving than I expected. Of course we made our commitment to each other seven years ago, but it's lovely to be able to get it protected by law."
After spending some time with family and friends the couple left the pavilion and were greeted by a cheering crowd of hundreds of people who had come to wish them well.
To a chorus of "speech, speech, speech" the couple thanked everyone and said that they hoped what had happened in the UK today would help bring equality to same sex relationships in all countries.
Days before their wedding Mr Wale said he and his husband had become "even more aware of how lucky we are to live in a comparatively tolerant part of the world", and that people who had seen them together had given them "warmth" and "smiles".
However, the pair may not have been the very first gay couple in England to have been legally married, as ceremonies were timed to ensure couples were wed just as midnight chimed.
John Coffey, 52, and Bernardo Marti, 48, from Pimlico, were married at precisely 12am at Mayfair Library in Westminster, London.
Peter McGraith and David Cabreza were another couple to take advantage of the new legislation as soon as they possibly could.
Ahead of their ceremony at Islington Town Hall Mr McGraith said: "We are thrilled to be getting married. It is a mark of significant social progress in the UK that the legal distinction between gay and straight relationships has been removed.
"Very few countries afford their gay and lesbian citizens equal marriage rights and we believe that this change in law will bring hope and strength to gay men and lesbians in Nigeria, Uganda, Russia, India and elsewhere, who lack basic equality and are being criminalised for their sexual orientation."
Meanwhile, broadcaster Sandi Toksvig and her civil partner Debbie Toksvig will renew their vows at a public event at the Royal Festival Hall on the Southbank in London this morning.
The Marriage (Same Sex Couples) Act came into force in July last year but it was not until March 13 this year when couples were able to register their intention to marry under the Act for the first time.
Another four same sex couples will be married in Brighton and Hove later on today.
While whoever says the words "I do" first can claim the title of first gay couple to be wed in the UK, other couples who previously married abroad have already had their unions recognised.
On March 13 the law in England and Wales changed to recognise same-sex marriages performed overseas.
Scotland has also legislated to allow same-sex marriages, with the first ceremonies expected to take place later this year.
Sue Wilkinson, 60, and Celia Kitzinger, 57, married in Canada in 2003 and fought for eight years to have their union recognised here.
They took their fight to the High Court in 2006, when a judge refused to make a declaration that their marriage was valid in this country.
But, due to the change in the law, their marriage became legally binding at one minute past midnight on March 13.
Rainbow flags will be hung all over the country to celebrate today's occasion, with one flying at the heart of Westminster.
The flag - adopted as a symbol of the gay community in 1970s San Francisco - was being flown above the Cabinet Office and Scotland Office.
David Cameron hailed the first same-sex marriages in England and Wales as sending a "powerful message" about equality in Britain.
The Prime Minister said the reform was necessary because "when people's love is divided by law, it is that law that needs to change".
Writing in Pink News he said "this weekend is an important moment for our country" because "we will at last have equal marriage in our country".
Ruth Hunt, acting chief executive for charity Stonewall, which campaigns for lesbian, gay and bisexual equality, said: "The first same sex marriages in England and Wales are a truly historic moment.
"These weddings will send a powerful signal to every young person growing up to be lesbian, gay or bisexual - you can be who you are and love who you love, regardless of your sexual orientation.
"It's thanks to the dedication of activists and politicians from across the political spectrum that we can at long last say that lesbian, gay and bisexual people are equal under the law."