The operation, carried out a day earlier, was linked to a 2 million Swiss franc (£1.4 million) payment to France's Michel Platini at the heart of proceedings against Blatter, Switzerland's Office of the Attorney General (OAG) said.
The 79-year-old former head of world football's scandal-plagued governing body said he was surprised by the search by members of the French financial prosecutor's office.
"The payment to Mr Platini was made by FIFA to a private account in Switzerland and not through the French Football Federation or UEFA," Blatter added in a statement issued by his adviser.
Swiss prosecutors, who requested the Paris search, said in September they had opened a criminal investigation into Blatter on suspicion of criminal mismanagement and misappropriation of funds, allegations he dismissed.
Blatter and UEFA President Michel Platini were both banned from football for six years over the 2011 FIFA payment to Platini, made with Blatter's approval for work done a decade earlier. Both have denied any wrongdoing.
"Documents were seized in connection with the suspected payment of 2 million Swiss francs that is inter alia the subject of the proceedings," the Swiss prosecutor said in a statement.
The French financial prosecutor's office confirmed that the search took place, saying documents useful to the Swiss investigation were taken.
Platini's status in the Swiss proceedings remains unchanged, the OAG said. In September, it described Platini as a "person asked to provide information".
More than 40 individuals and entities, including many former FIFA officials, have also been charged with corruption-related offences in the United States, amid the worst corruption crisis in FIFA's history.
Swiss Blatter's 18-year tenure as FIFA president officially ended last month with the election of Gianni Infantino but he remains in the spotlight as he appeals against his FIFA ban.
In an interview with German news agency DPA published on Wednesday, Blatter said he hoped his appeal to the Court of Arbitration for Sport would be concluded by mid-April.
Swiss authorities are also investigating the awarding of the hosting rights for the 2018 and 2022 World Cups to Russia and Qatar respectively. Both have denied any wrongdoing.
Germany's hosting of the 2006 World Cup is also under scrutiny over a 6.7 million euro (£5.4 million) payment to FIFA.
Asked in a separate interview with Swiss newspaper Blick about suggestions money may have changed hands in exchange for votes, Blatter said: "The allegation that FIFA has to be paid in order to get the World Cup is fanciful."
(Additional reporting by Brian Homewood in Bern, Karolos Grohmann in Berlin and Julien Pretot in Paris; Editing by Andrew Heavens)
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