Bury Street runs north-to-south from Jermyn Street to King Street, crossing Ryder Street.
The street first appears by the name Berry Street in rate books of 1673.
Most likely it takes its name from Bury St Edmonds as Rushbrooke - the country seat of the Jermyn family - was situated nearby. From 1643 until 1660, the landowner was known as Baron Jermyn of St. Edmundsbury.
The freehold of the street belongs to The Crown Estate.
Previous residents included writer Jonathan Swift, poets Thomas Moore and George Crabbe.