The main action in The Story of Roland occurs in the late eighth- and early ninth-century Frankish kingdom, which was ruled by Charlemagne. This kingdom was slightly larger than but roughly similar to modern-day France.

The setting of the narrative shifts rapidly from Paris to Rome to Moorish Spain. A few of the episodes involve more exotic locales in "the East," suggestive of Persia or Arabia. There is a sense of unreality about the work which is entirely appropriate for medieval romance. Although these stories have some foundation in history, the descriptions of castles, palaces, and lavish banquets always far exceed the actualities of medieval life. Certainly, one of the purposes of medieval romance was to provide an idealized escape from the harshness of everyday life. Baldwin's book does full justice to that intention.