Gulf countries are located in the continent of Asia. They are not a continent themselves. The term "Gulf countries" typically refers to countries surrounding the Persian Gulf in Western Asia.
The Persian Gulf is neither a continent, state, country, nor city. It is a body of water located in Western Asia, between Iran and the Arabian Peninsula.
Asia.
Asia.
Dubai is located on the continent of Asia. It is part of the United Arab Emirates, and it is on the Arabian Peninsula, to the south of the Persian Gulf.
The Arabian Gulf (also referred to as the Persian Gulf) is located off the eastern coast of Western Asia.
Qatar is the small country located on the Persian Gulf.
The Strait of Hormuz is located in the Middle East, between the Persian Gulf and the Gulf of Oman. It is specifically situated between Iran and the United Arab Emirates.
Bahrain has 33 islands and is located in the Persian Gulf.
The Sinai peninsula is nowhere near the Persian Gulf.
Iran is located between the Caspian Sea and the Persian Gulf.
The Persian Gulf is immediately south of Iran.