The only clue Mansfield provides as to the setting of "Miss Brill" is that the story takes place in the "Jardins Publiques." A French phrase translating to "public gardens," this phrase tells readers that Miss Brill lives in a city in France. Cities often construct public parks or gardens as spaces of leisure that anyone can enjoy; in Mansfield's time, they would have been one of few spaces in which members of different classes mingled freely. In that sense, such spaces represent ideals of community and egalitarianism.
Yet class differences are still evident in the story: Miss Brill instinctively looks down on the shabby old people who (like her) crowd the park benches each week to hear a free concert, while she admires the young families who can afford to dress their children in "velvet and lace," and even the beautiful and wealthy-seeming couple who eventually insult her. By setting the story in the Jardins Publiques, Mansfield draws attention to the way class differences persist even in modern societies that claim to have jettisoned them.
The story's setting in France also illuminates Miss Brill's social and psychological situation. Most British people in France would have been tourists, members of the upper classes with enough wealth to travel. But Miss Brill lives there year around; she ekes out a living by tutoring, lives in a tiny room, and prizes her one fur collar inordinately, all signs that she's poor. Miss Brill is socially out of sync with those around her, both as a foreigner in France and a poor single woman among rich travelers. That social disjunction both contextualizes and mirrors the deeper psychological alienation that the story slowly reveals.
Mansfield doesn't say exactly what year the story occurs, and it could take place anytime in the early 20th century. But she published it in 1920, two years after the end of World War I. Engulfing multiple continents, the war resulted in immense casualties, even for victorious countries like England and France. Its aftermath was characterized by a widespread sense of aimlessness and alienation. Many modernist works by men who fought in the war, like the poetry of Siegfried Sassoon, address these feelings directly. By exploring such feelings through the prism of Miss Brill's loneliness, Mansfield hints at the way they infected civilian society as well.