The Pussy Pit is in the Red Light District. Top right corner before you go to the Great Arena.
I tried in the Red Light District, the only doors anywhere near the top right of it are the ones where Missy says it looks like a scary crack den, and the one where she says there are no windows on the ground floor. Is it possible my game is bugged?
It probably means you need to progress further in the main storyline. It unlocks in Chapter Three. Whereabouts are you in the main storyline?
Ah I believe I'm in ch 2, that explains it, thank you.
