The 17.61 carat, pear-shaped Bleu Royal diamond, set in a ring, fetched $43.8 million, they said.
It is the “largest internally flawless fancy vivid blue gem” ever to appear for sale in auction history, Christie’s said.
Part of a private collection for 50 years, it was the first time the Bleu Royal was sold at an auction.
“This diamond is amongst the rarest to have been unearthed,” the auction house said in a statement.
Christie’s said only three fancy vivid blue diamonds over 10 carats had appeared for sale in its 250-year auction history, in 2010, 2014 and 2016.