The setting of “Thank You, M’am” is not made explicit in the story, apart from the fact that it takes place in a large American city at night. Given that Hughes wrote the story in the 1950s and was living in Harlem (a predominantly Black neighborhood in New York City) at the time, scholars generally agree that this is where and when the story takes place. There are some clues in the story that suggest hint at the time period, including the fact that Roger tries to steal Mrs. Jones’s purse in order to buy himself a pair of blue suede shoes—a popular shoe style in the 1950s.
The following passage—in which Mrs. Jones arrives back at her home, with Roger in tow—also suggests that the story is set in Harlem in the 1950s, as it describes what many scholars believe to be a Harlem boarding house:
When she got to her door, she dragged the boy inside, down a hall, and into a large kitchenette-furnished room at the rear of the house. She switched on the light and left the door open. The boy could hear other roomers laughing and talking in the large house. Some of their doors were open, too, so he knew he and the woman were not alone.
The description of Mrs. Jones’s room as “a large kitchenette-furnished room” that is in the back of a house, suggests that hers is a studio-style room common in boarding houses in Harlem in the mid-20th century. The fact that Roger can “hear other roomers laughing and talking in the large house” also signals that it is a typical communal-style boarding house.
That the middle-aged Mrs. Jones lives in a boarding house is significant, as it suggests that she does not have a traditional family or home life. In this way, she is similar to Roger, whose own family situation is non-traditional, given that no one is home at his house, despite the fact that it is eleven o'clock at night. This is one of the many ways that Hughes hints at how compassion and closeness can exist between people (such as Mrs. Jones and Roger) who create family and community in novel ways.