The Finnish-Estonian writer was named as the winner of the foreign category of the Prix Femina award in Paris on Tuesday afternoon. Oksanen was not present as she was in Iceland accepting the Nordic Council literary prize.
Established in 1904, the Prix Femina is chosen by an all-female jury. However many of the winning books have been by men.
In August, France's largest bookstore chain, Fnac, chose Purge as its Novel of the Year.
Oksanen, 33, has also been shortlisted for the Prix Médicis étranger for translated work. The winner is to be announced on Wednesday.