Olean is a city in Cattaraugus County, New York, United States. Olean is the largest city in Cattaraugus County and serves as its financial, bus…Olean is a city in Cattaraugus County, New York, United States. Olean is the largest city in Cattaraugus County and serves as its financial, business, transportation and entertainment center. It is one of the principal cities of the Southern Tier region of Western New York.