Native Son takes place, in its entirety, in the city of Chicago. Throughout the novel, Bigger occasionally but never seriously considers leaving Chicago and fleeing for somewhere else—either Evanston, just north of Chicago, or Gary, Indiana, just southeast. But the widespread police search in Book 2 makes it impossible to leave Chicago, and Bigger lives out the rest of his short life in a downtown prison. In fact, no one leaves Chicago in the book. Mary had plans, of course, to go to Detroit, but Bigger killed her before she could leave. Despite Chicago being a large and populous city, the novel has a constraining and claustrophobic feeling because of this inescapable setting.
Chicago, though, contains many neighborhoods, and the book investigates the extreme disparity in income and property of life in different parts of the city. Bigger and his family and friends live in the Black Belt, which is on the South Side. There, the homes and businesses are generally dilapidated, and there are many abandoned buildings in which Bigger hides in Book 2. The police are shown to patrol and control the Black Belt quite easily, searching homes without warrants and covering dozens of blocks in a single night in search for Mary's killer. The Dalton's house, on the other hand, is in wealthy and quiet Hyde Park, still one of Chicago's wealthiest neighborhoods. There, Bigger finds rows of well-kept homes, quiet streets, and little police presence. In Book 3, Max reveals Mr. Dalton's role—as the head of a real estate firm—in perpetuating the inadequate state of housing in the Black Belt through his ineffective charity work and unfair business dealings. The variance between these neighborhoods forms one of the major tensions of the novel.
The book, which was published in 1940, seems to take place around the same time, or perhaps slightly earlier in the late 1930s. This would make Bigger's move from Mississippi to Chicago five years before the events of the novel, a part of the Great Migration. This refers to the period in American history, from about 1910 to 1970, in which millions of Black people from rural areas in the South moved to large cities in the Northeast and on the West Coast.