Bangladesh is located in Southern Asia. It is a country in the South Asian region and shares borders with India on three sides (west, north, and east) and a small border with Myanmar (Burma) to the southeast. To the south, it has a coastline along the Bay of Bengal.

Bangladesh was part of British India before 1947 and then became East Pakistan after the partition. In 1971, it became an independent country after the Bangladesh Liberation War.

The capital of Bangladesh is Dhaka, and the main language spoken is Bengali (Bangla). It is one of the most densely populated countries in the world. Even though it is a small country in area, it has a large population. Bangladesh has many rivers, including the Ganges, Brahmaputra, and Meghna, which flow through the country and help with farming.

Bangladesh has a warm, tropical climate and is known for its natural beauty, green countryside, and rich culture. It is also known for its textile and garment industry, which is a big part of its economy.

To sum up, Bangladesh is not in Africa, Eastern Asia, or Western Asia. It is in Southern Asia, along with countries like India, Pakistan, Nepal, Bhutan, Sri Lanka, and the Maldives.

So, the correct answer is Southern Asia.