Leading off the north side of Fleet Street, this still exists today. The 1746 Rocque map suggests the top-most part of it was a continuation of Gough Square, although today’s streets suggest that might not have been the case.
The overlays that highlight 17th century London features are approximate and derived from Wenceslaus Hollar’s maps:
Open location in Google Maps: 51.514685, -0.107396
Chart showing the number of references in each month of the diary’s entries.