If “Setting” is the general locale, historical time, and social circumstances in which the action of a fictional or dramatic work occurs, in...

This short story is set in the United States.  The narrator describes the home her husband, a physician, has rented as a "colonial mansion," and says that it "makes [her] think of English places" that one reads about.  The characters' names help us to identify the setting as America as well.  Further, the narrator mentions that her husband has promised to send her to see Weir Mitchell if she doesn't improve more quickly.  Silas Weir Mitchell was a real American physician who was actually responsible for inventing a treatment called the "rest cure," in which he would prescribe absolute bed rest, frequent feeding, and the complete absence of mental stimulation, to help women who were suffering from "hysteria" (a sort of catchall term for female emotional dysfunction) or a malady that we now know as postpartum depression (which appears to be what the narrator suffers from in the story).  Mitchell actually treated the story's author, Charlotte Perkins Gilman, with the rest cure at one point, inspiring her to write the story.  All of these clues help us to ascertain that the story is set in the United States in the later part of the 19th century, as this is when Mitchell garnered acclaim for his treatment methods and research.