Atwell revelaed the information during a Q&A panel at Comicpalooza in Houston this weekend.
You can see a fan-shot video of the panel below.
"It's going to be set in L.A.," Atwell said in a broad-ranging panel that also talked about where her character will be at the start of the season and what sort of things the showrunners hope to explore now that the grief over Steve Rogers is not a focus of her character. "And with ten episodes it's going to be a very glamorous, dark world of 1940s Los Angeles."
Marvel's Agent Carter will be on ABC starting at midseason, around January 2016.