The setting in the play alternates between a wide variety of geographical locations, including Egypt, Rome, and Messina, as well as the houses of various individuals in these locations. Scenes shift very quickly between these geographically distant locations in the play, moving almost at the pace of a modern film as Shakespeare chooses to cut from Rome to Egypt and then back to Rome again. While such a rapid pace was criticized as being difficult to perform during Shakespeare's time, the depiction of these rapid setting changes has become much more achievable with contemporary technology. On the whole, the expansive scope of the setting lends the play a certain grandiosity, emphasizing the god-like characters of the protagonists.
As the two cultural centers primarily featured in Antony and Cleopatra, Rome and Egypt become almost characters themselves, each embodying the opposing ends of a spectrum no doubt derived from Aristotelian notions of temperance and virtue. Aristotle held that temperance was the middle space, or virtuous balance, between extremes. In Antony and Cleopatra, Egypt is presented as a place of indulgence and hedonism, whereas Rome is home to restraint and rationality. Antony often finds himself straddling the line between these extremes, drawn to both but tragically unable to settle somewhere in the middle.