I believe the building pictured in the centre of the photo is the Grand Ducal Palace, Luxembourg City which is located in the Old Town quarter in the centre of Luxembourg City. I don't know the exact date, but the design of the cars suggest perhaps the 1950s.
The actual street address of the building is 17 Rue du Marché-aux-Herbes, 1728 Luxembourg and, although the picture is quite dark, if you use the 'Magnify' button you can make out two sentry boxes where soldiers of the Luxembourg Army stand sentry at the entrance to the building, and one of them is currently marching along the street (when I say currently, I mean in the Photo - I doubt he is still there!)
Originally this photo was published with the title, 'Unknown street with soldier patrolling' but the actual building location has now been established.