From A Wiki of Ice and Fire
The Cattery is a brothel in Braavos.
A Feast for Crows
Cat of the canals hears that Dareon told one of the whores at the Cattery that there is no one half as pretty as her at Eastwatch. Samwell Tarly unsuccessfully searches for Dareon at the Cattery, where he gets strange looks but no help. Leaving he almost bumps into Terro and Orbelo who confront him. Due to the timely intervention of Cat, they decide to leave Samwell alone.