A striking feature of the songs of Sappho and Alcaeus is their constant use of ‘deictic’ signals (‘I’, ‘you’, ‘this’, ‘here’, ‘now’) to establish a setting in a specific location in time and space. This article examines the created worlds of Sappho and Alcaeus, drawing on cognitive methodologies, in particular Text World Theory. It argues for the importance of a methodological distinction between the circumstances of performance of the songs, and the cognitive world they create (‘discourse world’ and ‘text world’). The locations established by the songs are designed to assimilate to, or mirror, the plausible/potential circumstances of actual performance, but are distinct from them, and are just as constructed as the artful lyric locations of Horace or Thomas Gray. Close readings of the songs show how Sappho and Alcaeus use ‘location’ as a tool in their poetics, exploiting the interaction between the world created by the songs and the circumstances of their performance.