This was also called the Old Bailey, and is at the location of today's courthouse of the same name. There is more history here: http://www.oldbaileyonline.org/history/the-old-...
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Hall, or the Sessions House, was also called the Old Bailey, after the street in which it was located, just off Newgate Street and next to Newgate Prison, in the western part of the City of London. Over the course of the late seventeenth and eighteenth centuries the building was remodelled in ways which both reflected and influenced the changing ways trials were carried out and reported (see trial procedures). The current Old Bailey Courthouse stands on the same site.
shows the rebuilt building:1673
Here [Old Bailey, a narrow street running between Ludgate Hill and Newgate Street] is the "Old Bailey Sessions House," or "Central Criminal Court."
This Justice Hall (commonly called the Sessions House) is a fair and stately building, very commodious for that affair; having large galleries on both sides or ends, for the reception of spectators. The Court Room being advanced by stone steps from the ground, with rails and banisters inclosed from the yard before it. And the Bail Dock, which fronts the Court, where the prisoners are kept until brought to their trials, is also inclosed. Over the Court Room is a stately Dining Room, sustained by ten stone pillars; and over it a platform, leaded, with rails and banisters. There be fair lodging-rooms and other conveniences on either side of the Court. It standeth backwards, so that it hath no front towards the street, only the gateway leading into the yard before the House, which is spacious. It cost above L6000 the building. And in this place the Lord Mayor, Recorder, the Aldermen and Justices of the Peace for the County of Middlesex do sit, and keep his Majesty's Sessions of Oyer and Terminer.—Strype, B. iii. p. 281.
That most celebrated place,
Where angry Justice shows her awful face;
Where little villains must submit to fate,
That great ones may enjoy the world in state. ---Garth's Dispensary.
The building described by Strype was destroyed in the Gordon riots of 1780. That which Dance erected in its place has been added to and greatly altered, but the dining-room still exists, and there the Judges dine when the Court is over, a practice referred to, though inaccurately, in the well-known line:—
And wretches hang that Jurymen may dine.
---London, Past and Present. H.B. Wheatley, 1891.
The Sessions House is at 5:00 east of Old Bailey at the bottom of this 1746 map.
Chart showing the number of references in each month of the diary’s entries.