Warne has been looking to sell the Victorian Italianate mansion, Kilkerran, for more than a year, the Sydney Morning Herald said, so he could be closer to UK-based model and actress partner Liz Hurley.
The trophy five-bedroom Melbourne home had an asking price of Aus USD 15 million and sold within the past two weeks, the reports said. Agent Jonathan Dixon confirmed the sale but not the price.
Warne bought the house for around Aus USD 8.55 million in 2009 as a family home with wife Simone and their three children before the couple split in 2010.
Warne and Hurley went through a rough patch in September with widespread reports that their affair was over, but the pair are now believed to be back together.