I filed a tax return with new ITIN application and sent to the address mentioned at 1040a Form. Is this the correct address? If not what i have to do now?

The address to send your W-7 with your tax return is:

If you mailed your tax return and Form W-7 to another address you will have to send a copy of your tax return/Form W-7 to the address above.

Ref: Instructions for Form W-7