http://worldatlas.com/webimage/countrys/me.htm
The Middle East is in Asia...
The continent of Asia is defined by subtracting Europe and Africa from the great land mass of Africa-Eurasia. The boundaries are vague, especially between Asia and Europe: Asia and Africa meet somewhere near the Suez Canal. The boundary between Asia and Europe runs via the Dardanelles, the Sea of Marmara, the Bosphorus, the Black Sea, the ridges of the Caucasus (according to others, through the Kuma-Manych Depression), the Caspian Sea, the Ural River (according to others, the Emba River) and the Ural Mountains to Novaya Zemlya. About 60% of the world's population live in Asia. See also Eurasia.
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Southwest Asia
It can also be called the Middle East, although that term is occasionally used to also refer to countries in North Africa. Southwest Asia can be further divided into:
Anatolia, which comprises part of the nation of Turkey
The island nation of Cyprus in the Mediterranean Sea.
The Levant or Near East, which includes Syria, Israel, Jordan, Lebanon and Iraq.
The Arabian peninsula, including
Saudi Arabia, United Arab Emirates, Bahrain, Qatar, Oman, Yemen and occasionally Kuwait.
The Caucasus region, including the nations of Georgia, Azerbaijan and Armenia.
The Iranian Plateau, containing Iran and parts of other nations.
Also see Gulf States, for a different grouping involving several of the above countries.