The former music mogul's boat was docked in Sicily near Google's invitation-only summer "camp" at the Verdura Resort, according to The Observer.
"Bob, Willow, Gayle, Oprah, Diane, Dasha, DVF. A great week in Sicily," Geffen, 74, wrote in one caption of an Instagram photo featuring Walt Disney Company's CEO Bob Iger, his wife Willow Bay, King, Winfrey, designer Diane Von Furstenberg, and magazine editor Dasha Zhukova.
Another photo posted Friday shows the celebrity crew with Margulies, 51, and her husband Keith Lieberthal joining them, enjoying a meal at Lo Scoglio in Italy.
"Great meal," Geffen wrote in a caption.
According to photos posted last week by King, 62, a few guests even decided to hike on an Italian trail.
"The hiking version of words with friends in Italy! We all survived," she quipped in a caption.
"Yes. I am standing. Kevin Durant," Geffen joked in a caption next to the 6'9" professional basketball player. "Google Camp, Sicily."