Dolphin Square is an estate of private flats with some ground floor business units near the River Thames in Pimlico, Westminster, London built between 1935 and 1937. Until the building of Highbury Square, it was the most developed garden square in London built as private housing. At one time, it was home to more than 70 MPs and at least 10 Lords.

Pimlico is an area of Central London in the City of Westminster, built as a southern extension to neighbouring Belgravia. It is known for its garden squares and distinctive Regency architecture. Pimlico is demarcated to the north by Victoria Station, by the River Thames to the south, Vauxhall Bridge Road to the east and the former Grosvenor Canal to the west. At its heart is a grid of residential streets laid down by the planner Thomas Cubitt, beginning in 1825 and now protected as the Pimlico Conservation Area. The most prestigious are those on garden squares, with buildings decreasing in grandeur away from St George's Square, Warwick Square, Eccleston Square and the main thoroughfares of Belgrave Road and St. George's Drive. Additions have included the pre–World War II Dolphin Square and the Churchill Gardens and Lillington and Longmoore Gardens estates, now conservation areas in their own right. The area has over 350 Grade II listed buildings and several Grade II* listed churches. At the western edge of Pimlico, on the borders of Chelsea, Pimlico Road has become known in recent years for its interiors and design stores.