The Henry J. Daly Building is located at 300 Indiana Avenue, NW, and 301 C Street, NW, in the Judiciary Square neighborhood of Washington, D.C., United States. The administrative building is owned by the government of the District of Columbia and has served as the home of various city offices since it opened in 1941 as a unified location for previously dispersed municipal functions. Currently, the building is primarily occupied by the Metropolitan Police Department; although the District of Columbia Department of Corrections, the District of Columbia Office of the Chief Financial Officer and the Court Services and Offender Supervision Agency (CSOSA) also maintain offices in the building.

Judiciary Square is a neighborhood in the northwest quadrant of Washington, D.C., the vast majority of which is occupied by various federal and municipal courthouses and office buildings. Judiciary Square is located roughly between Pennsylvania Avenue to the south, H Street to the north, 6th Street to the west, and 3rd Street to the east. The center of the neighborhood is an actual plaza named Judiciary Square. The Square itself is bounded by 4th Street to the east, 5th Street to the west, D Street and Indiana Avenue to the south, and F Street to the north. The neighborhood is served by the Judiciary Square station on the Red Line of the Washington Metro, in addition to Washington Metropolitan Area Transit Authority bus stops.