Horse Guards Avenue is within the area once occupied by the Palace of Whitehall. The palace was almost completely destroyed by fire in 1698 apart from the Banqueting House.
Here was a narrow street called Whitehall Yard – on this stood a number of houses, notably Carrington House, demolished in 1896 to make room for the widening of Whitehall Yard so that the War Office building could be built.
