The Cockpit-in-Court was an early theatre in London, located at the Palace of Whitehall, next to St. James's Park, now the site of 70 Whitehall, in Westminster.
A retrospective plan of Whitehall Palace as it was in 1680, by Fisher. The Cockpit is the octagonal building near the top left corner. The Banqueting House is just to the left of the centre. Whitehall follows the line of the road marked "White Hall" from the right and continues through the west side of the Privy Garden. North is at the top.
Anne (centre) and her sister Mary (left) with their parents, the Duke and Duchess of York, painted by Peter Lely and Benedetto Gennari II