The poem has a most literal setting – prison. Though the exact prison is not named in the poem, it can be assumed to be Gatehouse Prison, in London, where Lovelace was incarcerated at the time of the poem’s composition. Early modern prisons were dangerous and miserable places, with many prisoners succumbing to disease and starvation. Wealthy prisoners, like Lovelace, could buy access to luxuries (like the wine the speaker mentions drinking with Althea), but the cold and, particularly, the damp could not be escaped. The prison as a setting defines the poem’s themes, both its imagery of confinement and its corresponding longing for freedom.