"To Build a Fire" is set in the Yukon, a rugged and mountainous territory in Northwest Canada. Although not explicitly stated, it is heavily implied that the story takes place during the Klondike Gold Rush, which began in 1896 when local miners discovered gold along the Klondike River. Over the next four years, an estimated 100,000 prospectors, including a young Jack London, journeyed to The Yukon in search of gold. While a handful of these prospectors became wealthy, the vast majority failed to make any kind of fortune in the region, and many were forced to contend with unsanitary living conditions and food shortages. London himself contracted scurvy while staying in Dawson City, which was plagued by outbreaks of typhoid, dysentery, malaria, and diphtheria.
The setting of "To Build a Fire" reflects the story's Naturalist sensibilities, as the cold and treacherous landscape of the Yukon helps to emphasize nature's utter indifference toward humankind. The time period of the story also reflects Naturalism's focus on pessimism and determinism, since the Klondike Gold Rush highlighted the inadequacy of human determination in the face of inescapable natural and social conditions. Throughout "To Build a Fire," London hints that his protagonist's fate is inevitable, and the story's setting certainly seems to support this notion—even if the man had succeeded in building his fire and avoiding a death by freezing, he may very well have died from starvation, disease, or, ironically, in one of the numerous fires that struck Dawson City in the late 1890s. Even among those who did find gold in the Klondike, the majority lost their fortunes in the years following the gold rush, and many died in poverty.