Piccadilly Circus is a busy square in the heart of London. It is famous for the fountain that was installed here at the end of the nineteenth century and for the neon advertising that turned the square into a miniature version of Times Square. Piccadilly Circus at night. The Circus lies at the intersection of five main roads: Regent Street, Shaftesbury Avenue, Piccadilly Street, Covent Street and Haymarket.