Connaught Square, in the City of Westminster (a London Borough), was the first square of city houses to be built in the Bayswater area. It was named after the Duke of Gloucester (who was also the Earl of Connaught), who had a house nearby. The current appearance of the square dates from the 1820s. The square is just north of Hyde Park, and to the west of Edgware Road. It is also within 300m of Marble Arch, and the western end of Oxford Street.
It is suggested that the notorious gallows, Tyburn Tree, the site of public execution in London, were located within the square.
Connaught Square's architecture is primarily Georgian. Redevelopment was initially planned in the early 18th century and the first of its 45 brick houses was built in 1828 as part of the Hyde Park estate by Thomas Allason.
Residents of Connaught Square hold an exclusive summer party in the central communal garden every year. The garden square is maintained by the owners of the adjoining properties who contribute to its upkeep, and in return are issued keys to the garden. Such gated gardens are a particular feature of this area of London. The horses of the Royal Artillery regularly do their early morning rides down Connaught Street.
In October 2004, the then Prime Minister Tony Blair and his wife Cherie purchased a house on the West side of Connaught Square, for a reported £3.5million. In many ways Blair's house is similar to 10 Downing Street, having even been used as a replica for the official residence of the First Lord of the Treasury during the filming of the TV series "The Alan Clark Diaries". It has been speculated that part of the house is to be converted into offices for a future Blair Foundation. The houses on the west side back onto Archery Close, a very quiet, dead end picturesque mews street. Beyond Archery Close is St George's Field, built on the site of the burial ground of St George's, Hanover Square.
There is now a considerable police presence around the Blairs' residence, with at least four officers from the Metropolitan Police Service's Diplomatic Protection Group present at the house at any one time.<ref name="indy">Claudia Winkleman: Take It From Me - Blair's moving in The Independent. Published 16 May 2007. Retrieved 30 May 2009.</ref> With Blair's resignation in 2007, there has been controversy over security arrangements in the square, specifically over the cost of providing high-level security 24 hours a day.<ref name="dm">Your £2m a year bill to guard Tony Blair Daily Mail. Published 6 October 2009. Retrieved 6 October 2009.</ref>
Current residents of Connaught Square:
- Paul Oakenfold
- Claudia Winkleman<ref name="indy">"Claudia Winkleman: Take It From Me - Blair's moving in" The Independent. Published 16 May 2007. Retrieved 30 May 2009.</ref>
- Nina de Roy<ref name="Daily Mail">How we got the Addams Family down to a fine art in Blair Square Daily Mail. Published 10th February 2009</ref>
- Tony Blair and his wife Cherie Blair
As well as houses, the square also contains other enterprises including a very small primary school and doctor’s surgery:
- Dr R. O'Hare — National Health Service medical practice
- Connaught House School
- John Outram — Architects
- Ravn Systems — IT consulting company
There is also a garage specialising in classic cars on Connaught Street to the north of the square. To the west on Connaught Street are the shops of 'Connaught Village' which include Markus Coffee, one of the first specialist coffee roasters in London founded by Hungarian refugees in 1956, which supplies many of the best London hotels with freshly roasted coffee, roasted on the premises, and the Chinese restaurant which was the location of dealings during the Grobbelaar football bungs scandal. 
In fiction, Lionel Holland lives at '242 Connaught Square' in the film "Kind Hearts and Coronets".
- List of eponymous roads in London
- Tyburn Tree
- Notting Hill
- St John's Wood
Nearest tube stations
- Marble Arch
- Edgware Road (Bakerloo Line)
- Edgware Road (Circle, District and Hammersmith & City Lines)