Connaught Square, Westminster, London, was the first square of city houses to be built in the Bayswater area. It was named after the Duke of Gloucester, a member of the royal family who was also Earl of Connaught, who had a house nearby. The current appearance of the square dates from the 1820s. The square is just north of Hyde Park, and to the west of Edgware Road, it is also within 300m of Marble Arch, and the western end of Oxford Street.
In October 2004, Prime Minister Tony Blair purchased No. 29, on the West side of Connaught Square, for a reported £3.5 million pounds. In many ways Blair’s house is similar to 10 Downing Street, having even been used as a replica for the Prime Minister’s official residence during the filming of the TV series “The Alan Clark Diaries”. It has been speculated that part of No.29 is to be converted into offices for a future Blair Foundation. The houses on the West side back onto Connaught Mews, a very quiet, dead end picturesque mews street.