Presumably by the Bear Garden.
The overlays that highlight 17th century London features are approximate and derived from Wenceslaus Hollar’s maps:
Open location in Google Maps: 51.508369, -0.095519
Bear Baiting ... I wonder why the British never went for bull fighting? Anyways, more than I care to know about Bear Baiting:
Chart showing the number of references in each month of the diary’s entries.