Cardinal O'Brien was said to have been sent to a retreat after being accused of taking part in homosexual activity with other clergymen.
Three serving and one former priest alleged historic inappropriate sexual contact with them.
The 76-year-old was ordered by the Vatican to undertake a period of "prayer and penance" once he resigned in February last year.
A newspaper has now revealed the former head of the Catholic Church in Scotland is living in a bungalow bought by his predecessor Archbishop of St Andrews and Edinburgh Leo Cushley.
The Daily Record asked Cardinal O'Brien why he wasn't on retreat anymore: "I'm not speaking to anyone at the moment.
"You'll need to check that with the diocese. I'm not talking about it, I'm not allowed to talk about it." He said.
The Vatican has not concluded its investigation and Father O'Brien remains a cardinal and could vote in a future papal conclave although he chose not to when Pope Francis was elected.
A spokesman for the Diocese of St Andrews and Edinburgh told the Daily Record: "Some retired clergy have accommodation bought for their use although such properties are always owned by the diocese.
"This is the case with the house arranged for Cardinal O'Brien. Its location is in accordance with the agreement between him and the Holy See.
"The details of the transaction are a matter of public record and the price was within the cost range of other purchases for retired clergy housing."