While details of the holiday are limited due to security reasons, St Croix Administrator Sammuel Sanes reportedly confirmed the Wednesday trip to The Daily News.
The duration of the vacation and any other destinations could not be confirmed by Mr Sanes or Government House spokesperson Richard Motta Jr, the outlet said.
Mr Pence’s vacation comes just over a week after he officially handed the vice-presidency over to Kamala Harris and the Joe Biden administration on Inauguration Day on 20 January.
Reports of the holiday come after the former vice-president endured a testing last few weeks in office after a bust-up with Mr Trump over his role in the electoral college certification and the Capitol riots.
In a last-ditch bid to overturn Joe Biden’s 2020 election win, Mr Trump appealed to Mr Pence to block the certification of the win, something which he did not have the constitutional power to do.
Mr Pence was presiding over a joint session of Congress to certify the 2020 presidential election results when pro-Trump rioters, spurred on by Mr Trump, stormed the Capitol.
Rioters, some of whom chanted "Where's Mike Pence?" and "Hang Mike Pence!", came as close as 100 feet from the then vice president, who was forced into hiding during the siege.
Following the riot, there were multiple reports that Mr Pence and Mr Trump had fallen out, with Mr Pence choosing to attend Mr Biden’s inauguration over Mr Trump’s sendoff at Joint Base Andrews in Maryland.
The former vice president also posted a farewell message on Twitter with a number of pictures, none of which included the president.
The rumoured rift comes after Mr Pence stood up for the president even during his greatest public controversies. On 11 January the two men were said to have pledged to continue to work together for "the remainder of their term.”
Mr Pence reportedly does not have a permanent place to live since leaving his official residence at the US Naval Observatory in Washington but is intending to move back to Indiana, where he was formerly governor.
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