His rooming house wasn't known by anyone that he knew. Not even Marina. It has been shown that some group did know about it. Most likely it was the people that he was working for.
Excuse me, but Dirty Harvey put O.H.Lee in charge of safe-house procurement. So at least two entities knew about the rooming house.
In addition, Alec Hidell was tasked with curtain-rod procurement for the rooming house apparently, so the possibility of a third entity knowing of the location is at least a possibility.