Want to know where Much Ado About Nothing is set? Shakespeare set Much Ado About Nothing in the 16th Century in Messina on the island of Sicily. Right down in the south of Italy, it’s a fun place. It’s the perfect setting for the high-jinks that take place in this play. The audience would have seen it as a peaceful place, far away from the threat from the Turks. It was a place where officers could take a break from the violence of the wars in northern Italy. And indeed, the main male characters in Much Ado About Nothing are just such officers. This respite from the wars allows for the love and matchmaking that takes place in this holiday atmosphere.