In The Mysteries of Udolpho, settings serve as symbols for different states of mind and embody specific characters. The three principal settings of La Vallee, Udolpho, and Chateau-La-Blanc are also imbued with different concepts of philosophy and aesthetics.

The first setting, La Vallee, is identified with St. Aubert and Emily and all the wisdom and virtues they represent. It is a place of beauty, education, and simplicity, an Eden-like idyll. Significantly, St. Aubert has not made great additions to the original structure of La Vallee and Madame St. Aubert has decorated the interiors with “chaste simplicity” (14). La Vallee is the place where St. Aubert imparts important life lessons to Emily. However, La Vallee may be too pristine an idyll, which cannot be sustained in its original form. Emily’s naivete must be imbued with real-world experience and fortitude. This is symbolized by the necessity of Emily traveling the hostile landscape of Udolpho in order to mature and grow.

Udolpho, described as “silent, lonely, and sublime” (347) symbolizes the physical and psychological danger Emily will soon face. The castle is also an example of the trope of the intimidating, dark castle of Gothic narratives.