Caesar and Cleopatra is set in Egypt, predominantly Alexandria, taking place over the course of approximately six months (October of 48 B.C.E. to March of 47 B.C.E.). The events of the play precede those of Shakespeare's classic history play Antony and Cleopatra, wherein Cleopatra has fully matured and finds herself engaged in a scandalous love affair with the Roman Mark Antony. Caesar and Cleopatra chronicles the activities of the Roman army in Egypt, drawing parallels between the Roman Empire and the British Empire of Shaw's day and age. The play itself was written in 1899, at the height of the British Empire's colonial operations in India.
Shaw utilizes the stage directions within the play itself to provide more specific descriptions of the characters' surroundings which, though smaller in scale, nonetheless provide important context. An instance of this occurs when the audience first sees Caesar at the beginning of Act 1:
Suspense. Then the blackness and stillness break softly into silver mist and strange airs as the windswept harp of Memnon plays at the dawning of the moon. It rises full over the desert; and a vast horizon comes into relief, broken by a huge shape which soon reveals itself in the spreading radiance as a Sphinx pedestalled on the sands.
Notably, Shaw's description of setting in this passage—and, indeed, in many of the stage directions—gives the play an almost cinematic, larger-than-life quality, despite it being written at the very dawn of cinema as an art form.
