Mayfair is the most expensive property on the Monopoly board. If you have got to the point where you can buy a house there, then you’ve probably won the game already. The same is true in real life.

Monopoly, the London version, came out in 1935. Even back then it was an exclusive area reflected by its price tag. On the board it is twinned with Park Lane, which in reality forms one of Mayfair’s borders. It effectively separates Mayfair from its back garden, which is Hyde Park. There isn’t a garden wall to keep unwanted visitors out, just a busy two lane highway which carries the risk of becoming roadkill.

There is a tunnel though, an underpass, should you ever wish to sneak into Mayfair. It isn’t manned by armed security guards, but once you emerge into the refined air of Mayfair they have other ways of making you feel unwelcome.

There are designer shops with no price tags and estate agents that foil any window shopper curiosity with the words ‘on application’. As I already knew the average price for a flat is around four million pounds I didn’t bother applying. There are also upmarket restaurants that cater for those that don’t need to ask the price. Indeed they probably consider it exceedingly bad form that the law requires them to display a priced menu on the door.

Dior Window: Bugger me, I’m back in fashion.

Unsurprisingly there are no McDonalds or gaudy chicken shops within the boundaries. If you fancy some spicy wings you’ll need to drive out of Mayfair in your Ferrari. No doubt the valet will take care of any grease stains on the fine Italian leather.

Do I sound very class conscious? It isn’t just me, they are at the top end of the social scale too. Mayfair had its roots in separating them from us. As the name suggests it was originally the site of a popular fair, which took place in May. It was banned by the aristocracy in 1764 as it was attracting too many undesirables. This success in keeping the commoners out led to its development as an exclusive property area.

Mayfair also has galleries, small and very expensive ones. The doors are always open, for the art-curious, but you have to expect a quick scan from their impeccably suited owners to separate the gawpers from the buyers. I suggest you dress to avoid giving them any clues. I probably gave the game away with my Adidas trainers and white socks.

Now and again the gallery owners make a mistake by putting on an exhibition that gains national publicity. After two and half centuries of successful avoidance of the lower classes, there suddenly appears to be a queue of them snaking around the mews. Curtains twitch, mouths tut and eyebrows raise.

Such a well-publicised event was what attracted me to Mayfair at the weekend, an exhibition by the artist Lucy Sparrow. A chemist’s shop made entirely of felt, with shelves of felt stocked with products of felt. Everything is for sale; from felt toothbrushes to felt paracetamol, from felt lozenges to felt fanny cream. It is also a performance piece in which the artist, the lovely Lucy herself, serves you from behind the counter with her refreshingly affordable art.

We bought a box of felt condoms, which she genuinely hoped we would enjoy. Visually we will, the box is to feature in a glass dome in our bathroom, but practically we won’t. Felt may be an interesting artistic medium but it is not known for its semen containing properties.