Blake, who competed on The Bachelorette's sixteenth and seventeenth seasons, also shared a glimpse into his "breakfast date" with Natalie on Monday morning.
Blake and Natalie laughed as they dined together, and Natalie later gushed about her "amazing" dinner with the wildlife manager at the Four Seasons Resort in Nevis.
Natalie later joked about Blake on her Instagram account, showing she has a sense of humor and they have a playful dynamic.
Natalie uploaded an image of the former reality TV stars sitting in silence next to each other, and she wrote on Monday, "My favorite part of this trip was the meaningful conversations we had during our breaks, as seen here."
While the pair sparked rumors of a possible romance, Blake and Natalie were in the West Indies on business -- to work with the Sea Turtle Conservatory.
"Natalie took an interest in Blake's philanthropic work quite quickly, they've been having a lot of fun while helping the turtle conservancy achieve their mission this past week," a source told Us.
Blake and Natalie were reportedly introduced by their mutual representative.
"Natalie doesn't take herself too seriously while Blake definitely does, especially when it comes to his work... They're having a blast," the source said, adding that they made a "perfect" pair on the trip and shared "lots of laughs."
The source explained how Blake has been bringing "various celebrities" on these trips to help him projects that are "very dear to his heart" and to raise awareness for animal conservation.
Blake and Katie, however, realized they weren't compatible once they dated in the real world, and so they announced their breakup in late October, shortly before Katie went Instagram official with one of herThe Bachelorette Week 2 eliminees, San Diego-based bartender John Hersey, in November.
Katie faced backlash for having moved on from her former fiance too quickly with a "rebound," and Blake said on the "Talking It Out with Bachelor Nation" podcast in November that he felt "flabbergasted," shocked and "speechless" upon finding out about Katie's romance with John.
Blake also said he believed Katie had been emotionally cheating on him with John -- which Katie and John have both firmly denied in the press.
Katie admitted she and John considered hiding their relationship at first in fear of how Bachelor Nation might react to them.
"We were already talking about how to not be [seen and] known. But it's also like, 'F-ck that.' I want to live our best life. I want to live in my happiness. I went through hell and back being on TV," Katie said in April.
Katie said she had determined that she owed it to herself to be in her "truest" and "happiest form."
"At the end of the day, I was like, 'Life is too short. I've gone through so much and I just want to be happy.' And so that's ultimately what we did; we owned our connection not knowing it would take us to this day," Katie told Kaitlyn Bristowe on her "Off the Vine" podcast.