The Dior session is a collection of celebrity portraits taken by famed photographer Von Bismarck.
Also in attendance was Beatrice's sister, Princess Eugenie, who was accompanied by their mother Sarah Ferguson.
However, Princess Eugenie's husband Jack Brooskbank was nowhere to be seen.
Princess Beatrice and Edoardo announced their engagement on Thursday 26th of September, with Buckingham Palace releasing a statement which confirmed the couple will be getting married in a 2020 Royal wedding.
"The Duke and Duchess of York are delighted to announce the engagement of Her Royal Highness Princess Beatrice of York to Mr. Edoardo Mapelli Mozzi.
"Her Royal Highness and Mr. Mapelli Mozzi became engaged while away for the weekend in Italy earlier this month. The wedding will take place in 2020. Further details will be announced in due course."
Edoardo proposed to the Princess of York while they were on holiday together in the up-market Italian coastal town of Positano.
In their joint statement, the couple revealed they were "extremely happy" about the prospect of getting married: "We are extremely happy to be able to share the news of our recent engagement."
"We are both so excited to be embarking on this life adventure together and can't wait to be married. We share so many similar interests and values and we know this will stand us in great stead for the years ahead, full of love and happiness."
The property developer was previously engaged to Dara Huang (with whom he shares son Wolfie).