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 300 m (984 ft) 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.