"Paris is the principal office for our continental European operations and we have a significant investment there," Chubb chairman and chief executive Evan Greenberg said in a statement.
"Locating our European Union headquarters in France post-Brexit is a clear choice for us."
Chubb, the world's largest listed property and casualty insurer, would continue to have a "substantial presence" in London after Brexit, the company said.
(Reporting by Carolyn Cohn and Suzanne Barlyn, editing by Maiya Keidan)