The couple leave a restaurant in Swansea

Jones and Douglas - who once claimed to be enamoured by Wales and its people but not its "brutal" weather - took over a suite in the city's Marriott Hotel.

The family gathered there for a birthday celebration before the the couple flew out of Swansea airport with baby Dylan and his nanny.

For the last couple of days, the couple spent their time visiting and relatives, with Douglas, 56, playing the occasional round of golf at the local Clyne Golf Course with his father-in-law.

Last week, 31-year-old Zeta Jones - whose latest film America's Sweethearts with Julia Roberts was launched in July - officially opened a new wing of Swansea's Grand Theatre where she landed her stage first role in the musical Annie.

The family have gathered for Dylan's birthday

She is reported to have comforted a Russian ballerina who slipped and fell while performing in front of her at the Grand.

While the screen star divides her time between homes in Majorca and the US, she is a regular visitor to her birthplace.

Only six weeks ago, she flew back to south Wales for the funeral of her maternal grandmother Cath Fair.

Douglas described the Welsh weather as 'brutal'

And just weeks before that she announced plans to swap the glitz of Hollywood for the hills of Wales to make a feature film set in a rugby club.

It is set to be one of the first feature films embarked on by Milkwood Films - the production company which was set up by the Swansea starlet and her brother Lyndon Jones.