The hunt is still on for the other two paintings - "Count Lepic and his Daughters" (1871) by Edgar Degas and "Boy in a Red Waistcoat" (1888) by Paul Cezanne.
The police were alerted when an employee of the psychiatric hospital noticed a white car that had been left in the car park.
The car had Zurich number plates but these turned out to have been stolen from another vehicle earlier in the month, police said.
The four impressionist masterpieces were stolen from Zurich's Emil Buehrle museum on February 10, when three masked men entered the museum and threatened staff with a pistol before making off in a car.
The theft was one of the largest art robberies carried out in Europe in the last two decades.