Saki does not specify when his story takes place, but it is obvious that the story is set in Edwardian England, the period of time early in the 20th century when King Edward VII ruled England. During this time, England was at the peak of its colonial power and its people enjoyed wealth and confidence because of their nation's status in the world. The wealthy leisure class was perhaps overly confident, not seeing that political trends in Europe, including military treaties between the various major powers, would lead to World War I and the resulting destruction of their comfortable way of life. It is this complacency that Saki often mocks in his stories. ''The Open Window'' is set at the country estate of a typical upper-class family of the time. Wealthy Edwardian families often had country homes such as this one. Mr. Nuttel, suffering from an undisclosed nervous illness, has been encouraged to seek refuge in the country. Such a rest in the country—where it was believed that a slower pace of life, fresh air, and quiet could cure those suffering from nervous disorders—was a typical method of treatment among the English before the rise of modern psychology. The formal nature of Nuttel's visit is typical of the wealthy classes of the Edwardian age. His use of a letter of introduction so as to meet people in his new community was a common practice among the upper class of the time.

In the early years of the twentieth century England was at the peak of its colonial power, and its people enjoyed wealth and confidence because of their nation's status in the world. The wealthy leisure class was perhaps overly confident, not seeing that political trends in Europe especially, including military treaties between the various major powers, would lead to World War I and the resulting destruction of their comfortable way of life. It is this complacency that Saki often mocks in his stories. "The Open Window" is set at the country estate of a typical upper-class family of the time. Wealthy Edwardian families often had country homes such as this one. Mr. Nuttel, suffering from an undisclosed nervous illness, has been encouraged to seek refuge in the country. Such a rest in the country— where it was believed that a slower pace of life, fresh air, and quiet could cure those suffering from nervous disorders—was a typical method of treatment among the English before the rise of modern psychology. The formal nature of Nuttel's visit is typical of the wealthy classes of the Edwardian age. Using a letter of introduction so as to meet people in a new community was a common practice among the rich of the time.

1910s: A rest in the country is often recommended for those city-dwellers suffering from nervous disorders.

Today: Though many people take vacations to relieve stress, the ''rest'' cure is an antiquated treatment for nerves. Commonly, doctors prescribe medication.

1910s: In polite society, letters of introduction were a common means by which to make oneself known in a new place. Letters of this kind served to guarantee that a move to a new home did not isolate someone from the community.

Today: Most people meet by chance in school or at work rather than through the pre-arranged situations, although dating services and personal ads are common.

1910s: Hunting is a popular sport among the English wealthy classes in the Edwardian Age.

Today: Hunting is a popular sport among all social classes and it is seldom used solely as a means of obtaining food.