Snappers captured the former model taking the family dog for a walk around the city's SoHo neighbourhood, close to the apartment she shared with Bowie, who lost his battle with cancer on 10 January (16).
Wearing large sunglasses and a peacoat, the 60-year-old model looked sombre and deep in thought.
Iman and Bowie were married for almost 24 years and the rocker left more than $100 million (£68.5 million) to his wife in his will.
The former catwalk superstar is "holding up" following her husband's death, according to her longtime friend Bethann Hardison, who recently told People.com, "He's a great loss, not just a loss as an artist, but as a human."
A Bowie tribute, led by Lady Gaga, is being planned for the Grammy Awards on 15 February (16).