Sonisphere Festival
The 69-year-old musician in front of their close family, planning a small intimate ceremony, married twice before, flying to New York to celebrate with his American fiancee's loved ones.
A source told the Daily Telegraph newspaper: "Paul loves Nancy very much, but does not want a big wedding."
Nancy 51-years-old was first recognized civil ceremony the couple planned to make their union official said.
The heiress - who has been in a relationship with the singer for four years - said: "It will be small. Just our families. I don't know the exact date. And don't ask what I'll wear because how dressy do you get to stand before a Justice of the Peace in his chambers, which is exactly what we're going to do."