The Return of the Soldier is set at an English country estate, Baldry Court, and in the nearby town of Wealdstone. The town's name might be a reference to the real town of Wealdstone outside London, which might make sense since Chris is a businessman who frequently travels into the city.
The novel's setting reflects Chris's stance within England's complex socioeconomic hierarchy. His ownership of an old and expansive estate aligns him with the landed gentry who inherited their money rather than earning it; in previous eras, this small segment of society controlled most land and power, and such families still enjoyed tremendous social status in the 20th century. However, Chris isn't actually a part of that rarefied class. His family has made money through mines over the course of a few generations and probably bought Baldry Court to project wealth and status; by hinting at financial anxieties, the novel suggests that their fortune is somewhat precarious. Baldry Court's proximity to London, and the important nature of Chris's work, testify to the family's relatively recent arrival in the upper class.
The novel's setting in time is also extremely important. West wrote The Return of The Soldier during 1916 and 1917, and the action took place during March 1916, one of the bloodiest periods in WWI. West couldn't have known how the war would turn out as she was writing, and the novel's sense of uncertainty about Chris's fate and those of the women around him reflects the real uncertainty its author must have felt. Notably, WWI was the first European war to be extensively photographed and shown to the public through video newsreels. New documentary technology allowed women on the home front to visualize the horrors their men were experiencing—and allowed women writers, like West, to incorporate a more accurate and vivid conception of war into their work. Jenny's highly detailed nightmares about "No Man's Land" represent a huge shift in the way women noncombatants could both relate to war as individuals and represent it in art.
