A Little Princess participates in a grand tradition of British school stories. (Like some other very famous books we could mention.) Like these books, most of it takes place at school. And what a school it is! As Sara and her father pull up to Miss Minchin's Select Seminary for Young Girl, you can just hear her heart sink: "It was a big, dull, brick house, exactly like all the others in its row" (1.17).
Two things here: we know that Sara is (1) not dull, and (2) not like everyone else. So we can tell already that Sara isn't going to fit in here, and she doesn't. Sure, most of the students like her—but they like her in spite of the fact that she's different, and not because of it.
But it's not so bad at first. As a wealthy pupil, she lives happily with the other students and has nice living quarters and a playroom. But once all the money's gone, it's up to the attic with her, where she lives in a cramped room in the same conditions as poor Becky.
The thing to notice here is that, beneath that "big, dull, brick" façade, there is some serious ugly in the house. Burnett is asking an important question: exactly how respectable can this school really be, if Miss Minchin treats her servants so awfully? If she's willing to abuse young girls who are, underneath the dirt, no different from the one she pampers and kisses up to?
Yeah. Not very respectable at all.
We don't see much of London, really, but we get the general sense that it's cold, wet, and unfriendly—especially in contrast to India, where Sara was so happy. When she drives through the streets with her father, she thinks "what a queer thing it was that at one time one was in India in the blazing sun, and then in the middle of the ocean, and then driving in a strange vehicle through strange streets where the day was as dark as the night" (1.5).
By the end, of course, Sara is reintegrated into English life. We bet London doesn't look so bad from a cushy room in your wealthy benefactor's house, right?
Published in its first form in 1887 and then in a revised and extended version in 1905, A Little Princess is set around the turn of the twentieth century. It's hard to get much of a sense of time. Are there cars? Telegraphs? Wars being fought? Who knows.
We get our major sense of time from the social conditions. We know that very young children are working in terrible conditions, and no one seems much to care. We know that there are beggar girls on the street, and it's just considered normal. And, of course, we know that Englishmen are making obscene fortunes by exploiting—yes, exploiting—the land of colonized people. (Those diamond mines!)
We may not get any specific dates, but this is definitely a story of its time.