The 32 year old suffered a fatal cardiac arrest in her palatial Hollywood Hills home in December (09).
The star's mother Sharon and widower Simon Monjack are struggling to cope with their grief over the actress' death and have decided to move to New York, the filmmaker tells TMZ.com.
Murphy bought the house from Britney Spears for just under $4 million (£2.5 million) in 2003.
It has also been confirmed that Monjack was left out of Murphy's will - she left her entire estate to her mother. The British director claims the star's will states: "I am married to Simon Monjack who I have intentionally left out of this will."