The pension where the protagonists live is in the place Emile Goudeau. It's now a TimHotel, and appears in Eric Rohmer's Les Rendez-vous de Paris (1995):
The same stairs appeared in Jean Renoir's La Chienne (1931):
For other stairs in La Chienne, see an earlier escalographe post, here.
In Leur Dernière Nuit, the school where the woman works is nearby, at the bottom of the stairs rue Paul Albert:
In Leur Dernière Nuit, the school where the woman works is nearby, at the bottom of the stairs rue Paul Albert: