Marc Anthony Seals Deal on First Home ... For Third Wife

Marc Anthony just kicked off marriage #3 with a bang -- hooking up his new wife with a new mansion ... although he better hope she doesn't compare it to the one he bought with his ex-wife.

Our real estate sources tell us the singer just dropped $4.125 mil on a 6,590 sq. ft mansion in the San Fernando Valley -- perfect timing since he and model Shannon de Lima got hitched in November.

The New England style crib has 5 bedrooms and 6.5 bathrooms -- and one thing Shannon's gotta love ... a giant "Sex and the City" styled walk-in closet. She's a model, after all.

The spread is beautiful, no doubt, but it's a major downsize from the cozy 17,129 sq. ft home that he and Jennifer Lopez bought together in nearby Hidden Hills -- which she got in their divorce.

We're guessing size doesn't matter to Shannon.