Want to know where Titus Andronicus is set? Shakespeare set Titus Andronicus in ancient Rome, though it’s difficult to say exactly when, and in whose reign. Shakespeare has created an impression of ancient Rome without being specific. It’s a terrifying Rome: it’s not the Rome of the Caesars, a civilized place, but a Rome where things like cannibalism, rape, ritual murder, and all kinds of violence are daily occurrences. Shakespeare very cleverly creates a Rome effect by quotations that seem to anchor the audience in the idea of Rome by using references to the Roman culture that the audience would have been familiar with.