Sotheby's Institute of Art is situated in Bedford Square, Central London. The Square was built between 1775 and 1783 as an upmarket residential area, and is situated next to the world famous British Museum.

Named after the Dukes of Bedford, a host of distinguished residents have lived in the square, including the Lord Chancellor, Lord Eldon; Thomas Wakley, the founder of The Lancet, Thomas Hodgkin, physician, reformer and philanthropist; and two-stroke engine designer Harry Ricardo.