It's the Owlery.
This is clear from the clip below, as you can see Owls flying around and their cages behind. This seems to match the scene that occurs one book later, with Cho and Harry bumping into each other at the Owlery
The Owlery door opened behind him. He leapt in shock, and turning quickly, saw Cho Chang holding a letter and a parcel in her hands...
Harry Potter and the Order of the Phoenix: Chapter 14, Percy and Padfoot
The conversation goes on to be a similarly awkward conversation as the one from the film, however the intentions of both characters are clear. Cho went to send her mother a birthday gift:
... I only remembered five minutes ago, it's my mum's birthday
She held up the parcel
whereas Harry was sending a letter for Sirius, telling him about Umbridge and asking about Hargid:
Hope you're okay, the first week back here's been terrible, I'm really glad it's the weekend.
We've got a new Defense (sic) Against the Dark Arts teacher, Professor Umbridge. She's nearly as nice as your mum. I'm writing because that thing I wrote to you about last summer happened again last night when I was doing a detention with Umbridge.
We're all missing our biggest friend, we hope he'll be back soon.
Please write back quickly.
"Right I know it says 'Snuffles' on the outside," he told her [Hedwig], giving her the letter to clasp in her beak and, without knowing exactly why, whispering, "but it's for Sirius ok?"
although for the film the scene has been moved from OotP to GoF.