There's not really any way to be sure, the claim has been made of several establishments, but since the lyrics are so vague, with multiple versions coexisting, and the song's author(s) is/are unknown there's no way to compare the claims. It's also possible that it doesn't refer to a real place at all. 'Rising sun' could have been jargon for 'gambling house', 'brothel' etc. The type of place where punters are up all night to get lucky and so see the sun rising in the morning.
We can approximate the origins of the lyrics from the earliest citations - 1930s in the American South, but that's about it
I recommend reading the article I've linked below as it gives details on the possible claimants and the origins of the song, many folklorists attribute the tune to an Old English folk song 'Matty Groves' which dates to the 17th c. or earlier.