Kardashian, 41, and Davidson, 28, boarded a private plane Monday to spend time together following New Year’s Eve celebrations.
The trip to the Bahamas is the first international trip for the couple.
In the photos, Kardashian is seen wearing an all-black look with a plunging top. Davidson was dressed down in a matching sweatshirt and shorts paired with a varsity jacket.
Kardashian and Davidson previously traveled to Palm Springs to celebrate the comedian’s birthday.
The two first sparked romance rumors when they were spotted spending time together at an amusement park over Halloween weekend. The reality TV star had just appeared as the host of “Saturday Night Live.”
Kardashian and Davidson were photographed holding hands while riding a roller coaster, but insiders at the time described the outing as friendly.
Since then, Davidson and Kardashian have been spotted on dates in Staten Island and New York City. The reality TV star has been single since filing for divorce from estranged husband Kanye West in February.
She later addressed the divorce during a “Keeping up with the Kardashians” reunion in June.
“I honestly don’t think I would even say it here on TV, but it was not one specific thing that happened on either part. I think it was just a general difference of opinions on a few things that led to this decision,” Kardashian told host Andy Cohen.