The setting of the story is intricately tied to the title "Roman Fever." The two women, Mrs. Slade and Mrs. Ansley, are situated on a restaurant terrace overlooking the Forum and the Colosseum. At the beginning of the story, they can hear their daughters speaking below them.
While the setting is the catalyst for the flashback to when the two women were their daughter's age, it is also the girls, themselves, that cause the flashback. The fact that the women remain on the terrace until the sun sets reminds them of the night that neither has ever spoken of to the other.
It is the Colosseum, the moonlight, and the talk of Roman fever that forces Mrs. Slade to admit that she was the one who sent Mrs. Ansley on a wild goose chase to the Colosseum to meet Mrs. Slade's fiance. Mrs. Ansley then reveals the truth that she did meet Mrs. Slade's fiance there, which led to her illness. Roman Fever is malaria, which many caught from going to the Colosseum after dark. It is a low, swampy area that is a nesting ground for mosquitoes. The irony is that while Mrs. Ansley may have contracted Roman fever by being at the Colosseum after dark, she was most likely also ill because she was pregnant. Therefore, the setting allows the story to come full circle and the truth to be told.
The setting of this story, both the present narrative and the flashback, is Rome. In the present narrative, the two ladies are on the terrace of a restuarant and are overlooking the ruins of the Roman center, specifically the Colosseum. This connects them to the flashback, when Mrs. Ansley went one night to the Colosseum to meet the fiancee of Mrs. Slade.