The First Round Table Conference was held in London in 1930. This conference was the first of three such conferences organized by the British government during the early 1930s to discuss constitutional reforms in India and the future governance of the country.

1. Context: The Round Table Conferences were a series of peace talks initiated by the British government in response to the Indian National Congress's demand for greater autonomy from British rule.
2. Details of the Conference:
   • The first conference took place from November 12, 1930, to January 19, 1931, in London.
   • It included representatives of the British government, British Indian officials, and Indian political leaders, excluding the Indian National Congress which was holding a civil disobedience movement.
3. Significance: The conference aimed to discuss and formulate a new constitutional framework for India, catering to various demands of Indian leaders and minority communities.
4. Reasoning: Despite being a critical event in the history of India's struggle for independence, the First Round Table Conference largely failed to achieve its objectives due to the absence of key Indian players like the Congress.
5. Conclusion: Hence, the correct answer to the question is London, as this city hosted these important historic discussions.

Thus, the correct option is: London.