The Collaborative International Dictionary of English v.0.48:

Nunnery \Nun"ner*y\, n.; pl. Nunneries. [OE. nonnerie, OF.
   nonerie, F. nonnerie, fr. nonne nun, L. nonna. See Nun.]
   A house in which nuns reside; a cloister or convent in which
   women reside for life, under religious vows. See Cloister,
   and Convent.
   [1913 Webster]

WordNet (r) 3.0 (2006):

nunnery
    n 1: the convent of a community of nuns