The 31-year-old actress and the 33-year-old actor started dating after falling for each other on the set of the advertising drama last year and Vincent turned to his co-stars Elizabeth Moss and Jessica Pare when he decided to pop the question.
Jessica told People: ''It was purely comedic but he was giving [Elisabeth] and I a facetious rendition of his planned proposal. We were like, 'Great! Lets do this one without cursing and without yelling!'''
Elizabeth is thrilled for the couple and revealed she has never seen Vincent so happy.
She said: ''They are such a yin and yang. I've known Vinny for 12 years and Alexis is just the sweetest. I've never seen Vincent like this. It is really cool.''
Alexis was previously in a long-term relationship with her 'Gilmore Girls' co-star Milo Ventimiglia from December 2002 to July 2006.
Meanwhile, Vincent has an unusual lifestyle, believing in Asceticism, whereby individuals eschew worldly pleasures for spiritual gain.
He lives in a wooden house with no mirrors, is a strict vegetarian and has previously stated he has made a ''green'' decision not to have children.