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Located on the second floor of the school, the library is open from Monday to Friday between 9h30 and 17h30, even during holidays.

The library collection has over 30,000 volumes corresponding to over 16,000 titles and 600 journals and reviews. It covers all domains taught at the ENSAE : statistics, applied mathematics, economics, finance, econometrics as well as social sciences, computing and foreign languages. On specific demand, students can have access to the catalogue of the CREST's library, normally reserved for researchers.

The ENSAE's library offers the following services

• a reading room equipped with computers dedicated to documentary research
• book lending : up to 20 documents can be borrowed for a length ranging from 8 days to 3 months
• electronic resources : the catalogue of journals, including electronic versions of papers and documentary resources
  
• on-line services : monthly summary of periodicals, new acquisitions, Jstor, alphabetical list of journals

From September 2007 onwards, a completely new information system accessible via internet will be inaugurated. This will enhance accessibility to resources and enlarge the range of products available to students.