The Burrow Market is a location within Red Grave City. At around 06:35 AM on June 15, V had to make it through this area to destroy a Qliphoth Root, he faced the Nidhogg which in turn destroyed the root after he was defeated.
Afterwards, V and Griffon spotted Gilgamesh in the distance, as V was about to disengage, Gilgamesh started shooting and one of the projectiles broke a hole on the ground, where V and his familiars fell to.
The market itself is an open space, many human remains can be seen alongside Qliphoth Roots, of which the biggest one is at the location the Nidhogg is fought at and above it. A telephone booth is present in this area which can be used to call Nico.
- The location is based on London's Borough Market, with the name changed to literally reflect the British pronunciation of the word "borough."
- This location has two references to Devil May Cry characters, one of them is a stand of "Bael the Butcher", being a reference to Bael, a Devil May Cry 4 boss, and the other being "Gloria's Greens", a reference to Trish, who pretended to be "Gloria" in order to join the Order of the Sword.
- After calling Nico, if the player decides to stand next to the van, she will say "If you're done, get moving. I'm gonna have a smoke and then head out.".
- Just like the rest of Mission 04: V, there are graffitis around the market with the words "Nero", "Lady Was Here!", "I Want Memes!" among many others.