"My private life is my private life," Gayet shot back when a reporter asked about her personal life, as she took part in a showing and discussion of her documentary "Cineast(e)s" in Manhattan.
The crowd booed when questions veered into Gayet's private life. And her fans cheered her refusal to answer.
"Everything is going well," she said when asked about her visit. "I am just a bit tired" after the trip, she added.
Gayet, 41, on Thursday filed a lawsuit seeking 50,000 euros (USD 68,000) in compensation, as well as 4,000 euros in legal costs, from Closer magazine.
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The magazine said the 59-year-old president was a regular visitor to the flat for trysts with the actress, with whom he had been having an on-off affair for more than two years.
Gayet has also pressed criminal charges against a photographer who took snaps of her in her car, which Closer published on January 17.
Under French law, the inside of a car is considered a private space and subject to the country's strict privacy laws.
Hollande split with longtime partner Valerie Trierweiler following the scandal but has refused to say whether he is still seeing Gayet.
She was nominated for best supporting actress -- ironically for a role as a seductive foreign ministry official called Valerie. She did not win.