The power couple, who share seven-year-old son James Wilkie and welcomed twin girls born to a surrogate last year (09), bought another home on Long Island's East End in 2008, according to the New York Post.
The pair purchased its first two homes in Amagansett for $4.6 million (£2.9 million) and $2 million (£1.3 million).
The third property cost a reported $5.8 million (£3.6 million).