Step 1: Historical background.
Fort Saint George was the first English fortress established in India by the British East India Company. It played a central role in the foundation of the city of Madras (now Chennai).
Step 2: Year and purpose.
It was constructed in 1644 to secure trading activities on the Coromandel Coast. The fort became a center of British military and political operations in southern India.
Step 3: Conclusion.
Thus, Fort Saint George is located in Madras (Chennai).
\[
\boxed{\text{Madras (Chennai)}}
\]