The narrator of "Sonny's Blues" describes the neighborhood as "filled with a hidden menace which was its very breath of life." Though the place where he lives is a relatively new housing project, it has become, in his words, "already rundown." The playground is not populated in the daytime with children playing the innocent games of childhood; it is populated at night. Though Baldwin's narrator does not say what goes on there, readers understand that it is far from wholesome.

The narrator observes that the neighborhood where he lives as an adult is not much different from where he and Sonny grew up; it is, he says, as if "I was simply bringing him back into the danger he had almost died trying to escape." The streets of Harlem he describes are filled with subway stations, bars with jukeboxes spilling music into the streets, and neighborhood people gathering outside a barbecue joint to hold an impromptu street revival. The narrator remembers his and Sonny's mother telling their father they should try "to move to a neighborhood that might be safer for the children." He also remembers times when their apartment was filled with friends and neighbors on Sunday afternoons after big dinners when he felt safe and loved, but also aware of the dangers outside that lay waiting.