Mr Christie said his family was spending the weekend at the governor's residence there and he was commuting to work by state helicopter.
"That's just the way it goes. Run for governor, and you have can have a residence there," he said at a news conference on Sunday.
"I didn't get any sun today," he added.
After being told of the photographs, his spokesman Brian Murray admitted Mr Christie had "briefly" been on the beach "talking to his wife and family before heading into the office", NJ.com said.
"He did not get any sun. He had a baseball hat on," Mr Murray reportedly added.
The image of Mr Christie lounging in a deckchair quickly spawned several memes, as Twitter jokers transplanted the governor to alternative locations.
Submissions included the Oval Office, and the beach from the 1953 classic film From Here To Eternity.
The partial government shutdown arose because New Jersey legislators had not passed a health insurance bill that Mr Christie said had to be approved alongside the state's budget.
The shutdown included the closure of Island State Beach Park, one of New Jersey's few free public beaches, and all other state parks.
Mr Christie had been trying to get the state's largest health insurer, Horizon Cross Blue Shield, to hand over $300m (£230m), some of which Mr Christie wanted to use to battle drug addiction, the New York Times reported.
New Jersey is one of at least nine states that were unable to meet their budget deadlines at the beginning of the month.
Other Christie moments
Stunning the political world by announcing his backing of Donald Trump as president, before anyone else from the Republican establishment
Denying he had any knowledge of the politically-motivated traffic jams known as Bridgegate
A hug with President Obama during Hurricane Sandy that sparked accusations of betrayal from hardline Republicans
Telling a heckler to "Sit down and shut up" at a press conference in 2014
Cheering on his beloved Dallas Cowboys with the owner in 2015, prompting a barrage of criticism from people in New Jersey who thought him disloyal
Demolishing rival Marco Rubio on the debate stage by teasing him for being robotic