The search was led by two French Judges, with the assistance of French police.
Detectives believe that a camera crew from the production company was in Derry/Londonderry throughout the week of Lyra’s murder.
A European Investigation Order was carefully considered, sought and granted by Belfast Crown Court and the search was later approved and supported by senior members of the French judiciary.
A number of items have been recovered for further examination.
A number of men in Derry have been charged with the 29-year-old journalist’s murder.
Ms McKee was shot dead by a teenage New IRA gunman while observing dissident republican orchestrated riots at Fanad Drive in Creggan.