The setting of “the weary blues” is
a.
a blues festival in new orleans.
c.
a steamboat on the mississippi.
b.
a nightclub on lenox avenue.
d.
a dark street lit by a gas lamp.

The setting of "The Weary Blues" is B. a nightclub on Lenox Avenue. This can be uncovered by the lines;

I heard a Negro play.

Down on Lenox Avenue the other night

As well as;

In a deep song voice with a melancholy tone

I heard that Negro sing, that old piano moan—

just run

explanation: if you are fast enough they wont catch you fam