By prior arrangement, you can take an interesting look behind the scenes of Consulate General of the Republic of France.
You're spoiled for sightseeing choice in Xuhui. Consulate General of the Republic of France is a good place to start here, but there are loads of other interesting sights to visit. The Bund, Jing'an Temple, and Nanjing Road Shopping District are near the diplomatic residence and will round out your day nicely.