Shepherd Market is a small precinct in Mayfair, in the West End of London. Featuring two business-lined square, it is between Piccadilly and Curzon Street and has a village-like atmosphere. It was built up between 1735 and 1746 by Edward Shepherd on the open ground then used for the annual fair from which Mayfair derives its name. In the 1920s, it hosted leading writers and artists such as Anthony Powell, Michael Arlen and Sophie Fedorovitch. It was associated with upmarket prostitutes until at least the 1980s. Jeffrey Archer met Monica Coghlan there in the 1980s.

Mayfair is an area in London, England and is located in the City of Westminster. It is in Central London and part of the West End. It is between Oxford Street, Regent Street, Piccadilly and Park Lane and one of the most expensive districts in the world.