Born in Jackson, Mississippi, Eudora Welty attended college in Mississippi, then went to the University of Wisconsin in order to further her studies . In 1935, she began working for the WPA, the Works Progress Administration, a bureau begun by the Roosevelt Administration during the Depression. In her duty as a publicity agent, Welty gathered stories and interviewed people; in addition, she snapped photographs of daily life in Mississippi. Thus, it was in her home state of Mississippi that Welty observed the Southern life and human relationships so dear to her about which she wrote in her short stories.
In Welty's "A Worn Path," an allusion is made to Phoenix Jackson's living "away back off the Old Natchez Trace." This particular area is located in Mississippi, although the Old Natchez Trace finds itself extending to Tennessee. However, because of Welty's background it is more likely, then that Phoenix lives in the area of Mississippi.
Of course, the home of Phoenix is probably very humble and in a rural site that is most likely off a nearby dirt road. Welty describes her walking in the exposition:
Far out in the country there was an old Negro woman ...coming along a path through the pinewoods....and she walked slowly in the dark pine shadows....the woods were deep and still.
The path that Phoenix follows goes deeply into the forest and is an arduous and long path as she must cut through several fields. When she comes to the end, there are only wagon tracks. Phoenix's trek takes her hours, and then she finally sees a steeple and cabins, knowing that Natchez and the hospital are ahead.