The Victoria and Albert Museum is close by to the north across Thurloe Place and Cromwell Gardens.
[1] The square (and the adjacent streets) are named after John Thurloe, an advisor of Oliver Cromwell, who owned the land in the 17th century.
His descendant, Harris Brace, had a godson called John Alexander, who developed the area in the 1820s.
[3] On 22 March 1936, a reportedly peaceful anti-fascist protest of a few thousand people took place in Thurloe Square, addressed by John Strachey, against a British Union of Fascists rally at Royal Albert Hall half a mile away, a distance required by police direction.
[4][5] A critical commission of inquiry was conducted by the recently formed National Council for Civil Liberties which contributed to the background to the Public Order Act 1936.