The Liberal Democrat won a by-election in Richmond Park on Thursday to oust former London mayoral candidate Zac Goldsmith.
He stepped down from the Conservative Party in October in protest over a third runway at Heathrow and ran as an independent candidate.
But Mrs Olney overturned his 23,000 majority to win by more than 1,800 votes.
On Monday, the 39-year-old took her seat after being led into the chamber by leader of the Liberal Democrats Tim Farron.
She now becomes the Lib Dems' ninth MP.
She then got the chance to get a welcome and a few tips from Speaker John Bercow.
Earlier on Monday, other MPs and party members met Mrs Olney on College Green in front of the Houses of Parliament to welcome her.
Sarah Olney has been welcomed into the House of Commons as its latest MP.