Mellon Park is a park in the Shadyside, Point Breeze, and Squirrel Hill neighborhoods of Pittsburgh, Pennsylvania, straddling both sides of Fifth Avenue, from approximately Shady Avenue to Penn Avenue, the western corner abutting Pittsburgh Center for the Arts building. The southern part of the park is home to the Walled Garden and the park holds events t…Mellon Park is a park in the Shadyside, Point Breeze, and Squirrel Hill neighborhoods of Pittsburgh, Pennsylvania, straddling both sides of Fifth Avenue, from approximately Shady Avenue to Penn Avenue, the western corner abutting Pittsburgh Center for the Arts building. The southern part of the park is home to the Walled Garden and the park holds events throughout the year. It is also home to several recreational facilities.