Want to know where The Merry Wives of Windsor is set? Shakespeare set The Merry Wives of Windsor in the time of the audience who would have attended the play – the late 16th century. It’s located in Windsor, Berkshire – around 30 miles west of central London. This is the only Shakespeare comedy set in England. This setting is interesting in that it gives us an idea of what the daily life of ordinary English people would have been like in Shakespeare’s time. It’s particularly interesting in that it gives us an insight into the very fast growing English middle class, a social group of which Shakespeare was himself a member.