The 27-year-old star is said to have purchased the property after seeking out a home in a more private area, reported the New York Post.
The new mansion has five bedrooms, a private garage, an elevator and artist's studio.
Olsen was unhappy with her previous house, East 10th Street, which she and Sarkozy bought in New York City in 2012 because it did not feel secure enough, and sold the property despite never moving in.
The couple, who got engaged in February last year, bought that townhouse for USD 6.25 million and had been searching for their perfect home.