Cheyne Walk is a historic street in Chelsea, forming part of the A3212 and A3220 trunk roads, extending eastwards from the southern end of Finborough Road past the Battersea and Albert Bridges, after which the A3212 becomes the Chelsea Embankment.
According to Coxe, the ghost of a bear purportedly haunts Cheyne Walk.
For further information, please read Haunted Britain by Antony D. Hippisley Coxe.