Sharing a clip of the moment to Instagram, Sean captioned: "So this just happened..."
Roslyn, clearly shocked, says yes and gives Sean a loving embrace.
Later, the former reality star took to Instagram to thank those who helped the day "come together."
He wrote, "Melbourne cup day. @roslynbuerckner said yes. Couldn't ask for a better day and how it all come together.
"It's a story in itself what the day means. There is so many people to thank you all know who you are. In keeping the secret and helping the day come together."