The story takes place on a New Hampshire farm, and most of the action occurs close to where Miss Hickory lives.

The barn and the surrounding fields are also important. Because Miss Hickory is so small, the land that makes up her world—which seems small to humans— is very large to her. Although the story has no particular time setting (it could take place in either the nineteenth or twentieth centuries), the seasons of the year are very important to Miss Hickory and her animal fellows. As the book opens, winter is approaching.