gnus-directory

gnus-directory is a variable defined in `gnus.el'.
Its value is

"~/News/"

Documentation:
*Directory variable from which all other Gnus file variables are derived.

Note that Gnus is mostly loaded when the `.gnus.el' file is read.
This means that other directory variables that are initialized from
this variable won't be set properly if you set this variable in `.gnus.el'.
Set this variable in `.emacs' instead.

You can customize this variable.