The couple – who are due to marry in the coming weeks after a year-long relationship – have posted a number of pictures on twitter of their escapades at the former Tennessee home of late rock 'n' roll legend Elvis Presley.
Russell uploaded a photo of the Elvis and Priscilla Presley Barbie wedding dolls, adding the caption: "Mum. Have moved to the South and made friends with a lovely little couple. Send condoms."
Katy hinted the couple had "relocated" to the Memphis estate, posting a picture of the pair sitting outside the front door.
The British comic actor – who met Katy at the MTV Video Music Awards in September 2009 – was recently arrested after an altercation with a paparazzi photographer at Los Angeles International Airport and had to post $20,000 bail to be released.
He is due in court on October 15 on charges of simple battery, possibly scuppering plans for him and Katy to marry in India – the same place he proposed to her in the early hours of New Year's Day (01.01.10).
Russell recently professed he knew he was in love with Katy when she threw a half-empty bottle at him backstage at the MTV Video Music Awards.
He said: "You'll think it frivolous of me to say I knew I'd marry her on that first date, but the truth is I fell in love with her when she hit me with that bottle. Like Cupid in a riot."