We determine a previously unknown universal quantity, the location of the Yang-Lee edge singularity for the O(N) theories in a wide range of N and various dimensions. At large N, we reproduce the N\to\infty analytical result on the location of the singularity and, additionally, we obtain the mean-field result for the location in d=4 dimensions. In order to capture the nonperturbative physics for arbitrary N, d and complex-valued external fields, we use the functional renormalization group approach.