And it's easy to see why Jude Law jetted down from New York to spend a sunshine Christmas holiday with his former fiancée.
But there was no sign of the star as Sienna paraded her tanned and toned body in the surf, leading to speculation that he has jetted back to New York where he has been a hit in Hamlet on Broadway.
No gym bunny: Sienna watches what she eats, but doesn't exercise
It is believed Jude wanted to spend his 37th birthday with her on December 29. She celebrated her 28th birthday the day before.
While Sienna looks great, she claims it isn't down to hard work and insists she never visits the gym.
'I'm not a gym person,' she said. 'I used to be very sporty at school and I loved competitive sports, but it's hard for me to go to a gym and just run.
'I get bored very easily, so I have to find things that are more interesting.'
But it seems that despite her lack of effort the actress isn't as pleased with her curves as might be expected.
'I could do with being more toned. It's small, but it's not firm,' she told OK! magazine. 'I'm not going to prove it to you, just take my word for it! I definitely need to start toning.'
In great shape: Sienna unveils her beach body as she talks to her mother Jo
But, refreshingly, Sienna does admits that she can't eat whatever she likes, and says she has to turn down food.
'I make a joke that I should just stick it on my bum because that's where it's going,' she said.
'But I will then eat the chocolate cake and then I have definite insecurities about my body. I'm small but I'm not firm any more.'
Sun seekers: Sienna and a friend enjoy being back on dry land
The 28-year-old is currently holidaying with her mother Jo and a group friends in the Caribbean. She had earlier spent time relaxing with Jude but he was either keeping a low profile or is back in the States.
Wish you'd been there, Jude?
Riding the waves: Sienna Miller enjoys a boat ride with her friends
Off they come: Sienna and her friends cling to the boat as it is washed into shore