Jimmy Fallon and His Family Hit the Water in Matching Wetsuits During Bahamas Vacation

Jimmy Fallon shared an adorable shot of his family of four from their vacation to the Bahamas

There’s nothing like spending some quality time with your family.

Jimmy Fallon shared an adorable vacation snap on Tuesday, as the star enjoyed a fun day in the Bahamas with his wife of 11 years Nancy Juvonen and their two daughters — Winnie Rose, 5, and Frances Cole, 4.

In the image, the family of four, who were all clad in matching wetsuits, smiled as they posed together in the water.

“I always thought bowling shoes were a little gross — then I met the wet suit rental program,” The Tonight Show Starring Jimmy Fallon host, 44, joked in the caption.

A source tells PEOPLE, “The Fallons went to Dolphin Cay at the Atlantis in Paradise Island to swim with the dolphins.”

“They are staying close. The kids had fun and Jimmy was making the staff laugh,” the insider adds of the family trip.

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Sharing some more vacation fun, Fallon posted another photo from the trip on Monday, as he joked about his outfit of the day.

“Ready for my cameo in #jumanji. Even though I wasn’t asked,” he wrote alongside a set of selfies showing the television host rocking a button down shirt and a protective hat.

Calling out some of the stars of the franchise, he playfully added, “@therock? @kevinhart4real? @jackblack? Any room? #jumanji3?”

Fallon and his family last took a vacation together in December.

To say goodbye to 2018 and ring in 2019, the family traveled to Deer Valley, Utah, for their fifth annual ski trip.

During their wintry vacation, the family of four were all smiles as they played in the freshly fallen snow and hit the slopes together.

“Skiing into ‘19. Happy New Year! ❤️ the Fallons. #HappyNewYear #DeerValley,” he captioned an adorable image that showed the group sporting their snow clothes and posing with their skis.

Opening up about the importance of his family, Fallon previously told PEOPLE that becoming a father is “the greatest thing that has ever happened to me.”

“You realize what’s important in life. Every single day you realize there’s a new cute thing they’re doing or saying,” he explained.

In addition to changing his life, having daughters has also completely altered the contents of Fallon’s phone.

“They fill up my phone memory with photos. I’m just taking these pictures that no one else wants to see,” he added. “No other stranger cares that your kid ate an artichoke, but you think it’s the best story ever. No it’s not. It’s boring.”

“It used to be pictures of me and my wife, or sunsets or brunch – now none of that. Now it’s just kids,” Fallon admitted. “I’ve got thousands. You become the guy you said you wouldn’t become: ‘I’m not going to be that guy that tells stories about their kids,’ but I am now.”

The Tonight Show Starring Jimmy Fallon airs weeknights (11:35 p.m. ET) on NBC.