The setting of the novel 'The Prisoner of Zenda' is the fictional country of Ruritania, a small kingdom located in central Europe. It is a monarchy ruled by a king and has a long history of political intrigue and civil unrest. The novel follows the adventures of Rudolf Rassendyll, an Englishman who is mistaken for the King of Ruritania and is forced to take his place in order to prevent a coup.