Mark 14:54

And Peter had followed him afar off, even within, into the court of the high priest; and he was sitting with the officers, and warming himself in the light of the fire.

The use of the past perfect tense, "had followed," shows that Mark's account here is retrogressive in part. Having introduced the illegal, all-night convention of the Sanhedrin, he returned to relate Peter's denial earlier that night in the court of the high priest. It is likely that this "court" was the official residence of both Annas and Caiaphas. (See comments on the parallel account in my Commentary on John.) The scene here is not the usual meeting place of the Sanhedrin, just off the court of women, but the official residence of the high priests (the legal high priest Caiaphas, and the man regarded by the Jews as the rightful high priest, Annas).

Warming himself ... Peter's association with the Lord's enemies, his participating in benefits they made available, and his desire to remain unrecognized were factors entering into his denial. (See my Commentary on Matthew, Matthew 25:57ff). Closely associated with Peter as Mark was, he nevertheless did not soften this account of Peter's shameful failure.