Kennedy tells the Daily News he had no trouble finding a buyer. The seven-bedroom, nine-bathroom residence in Bedford was listed at $3,995,000.
He didn't disclose the price or the name of the buyer. The home sits on 10 acres of property and was built in 2008.
Mary Kennedy's body was found in another building on the property on May 16. The couple's divorce was pending at the time of her death.
Robert F. Kennedy Jr. says he has been living in a different house in New York for many years.
He is the son of Sen. Robert Kennedy and the nephew of President John F. Kennedy.