While the story is set in a theatre, the play within the play is set in Muldoon Manor, a lavish manor surrounded by "desolate marshes" and "treacherous swamps" and paradoxically also located near a cliff. It is a direct parody of Agatha Christie's "closed" settings in which no one can enter or leave, so the characters know that the murderer must be one of them.
The manor itself is described as having French windows and a large settee. The play is set, as announced by Mrs. Drudge when answering the telephone, in the "drawing room of Lady Muldoon’s country residence one morning in early spring".