Although the show is set in London's Belgravia, logistics meant that the cast and crew weren't able to film in Belgravia itself. Gareth Neame, the show's Executive Producer, told History Extra : "It’s quite impossible to shoot in Belgravia. In fact, Visit Scotland has revealed some of the exact Scottish locations used for filming. Manderston House in Duns and Hopetoun in Queensferry provided scenes for Trenchard (Manderston also served as a location for Brockenhurst House). Other highlights included the Bath Assembly Hall which hosted the ballroom scenes in the first episode, while Hampton Court Palace was used for London scenes.

Source: Daily Mirror March 18, 2020 09:11 UTC