The story takes place in England and Denmark during the early Middle Ages.

While each country is equally important to the story, more detailed attention is given to the English settings than the Danish ones. The action in England takes place mostly in the city of Lincoln and the town of Grimsby, places which the medieval poet obviously knew well.

The coastal town of Grimsby, in fact, traces its founding to the legendary figure of Grim, Havelok's foster father.

Some of the specific features and places in Lincoln mentioned in the work can still be identified today. The descriptions of Denmark, however, do not convey a sense of personal familiarity, and it is unlikely that the medieval English writer had any direct knowledge of Denmark. His biases, too, are strongly English. The narrative ends, for example, with Havelok and Goldborough remaining in England to rule that country jointly...