"Happy to say I now hold an American passport! I have so much respect and appreciation for this country. #newuscitizen," she wrote.
"Congratulations Camila on getting your U.S. citizenship today," added McConaughey. "Another fellow and great American."
Both McConaughey, 45, and Alves, 34, also shared a photo featuring their three children Levi, 7, Vida, 5, and Livingston, 3.
"The minute I got off the plane I looked at my mother and said, 'I don't think I'm going back,'" she said. "I didn't speak any English, and I didn't have any money. I left everything I knew."
The couple now lives in McConaughey's hometown of Austin.