His meal from upmarket burger chain Byron - which confirmed it does not deliver either - was criticised as being out of touch by some social media users after he posted a picture of it on Twitter.
The Chancellor uploaded the picture of himself eating the takeaway as he put the finishing touches to the spending review, which saw £11.5 billion cut from Government spending.
The Chancellor, who admitted he was "partial to a quarter-pounder with cheese", told ITV's Daybreak programme: "Well, McDonald's doesn't deliver. I was working late in the office." A Byron spokesman said: "We don't deliver."
Deputy Prime Minister Nick Clegg revealed he is also a fan of Byron burgers, praising their Oreo milkshakes during his weekly radio phone-in on London's LBC radio station.
A "Classic" Byron 6oz hamburger with lettuce, tomato, red onion and mayonnaise costs £6.75, with fries an extra £2.95. If cheese is added, the price of the burger rises to £7.95. Mr Osborne ordered the meal from a Byron branch in Waterloo, more than a mile away from Whitehall, with 10 McDonald's outlets - where burgers start at 99p - closer, The Sun reported.
In an interview with the London Evening Standard last October, Byron founder Tom Byng said burgers were "perfect austerity food". He said: "What do you turn to when you're a bit miserable? Stuff that isn't super-healthy. A hamburger is the ultimate comfort food."
Mr Clegg said he had one of the burgers after seeing a film with his children at a cinema in Fulham Broadway in London. "Very near there, there is a burger place - a fancy burger place called Byron. It was actually quite a fancy burger, I have to say." He went on to extol the qualities of the Byron milkshakes. "Can I strongly recommend - I'm allowed to do this, this is not commercial advertising - the Oreo milkshakes at Byron's. They are something else," he said. "That is actually the reason we went. It wasn't for the burgers, it was my kids saying 'We want the Oreo milkshakes'."
Downing Street refused to be drawn on whether David Cameron shared the Chancellor's taste for Byron burgers. "It is a bit of a side order question," a No 10 spokesman said. Asked about Mr Osborne's decision to post a picture of himself eating the burger online, the spokesman said: "I think the Chancellor is relatively new to Twitter."