Step 1: Understanding the question.
The question asks about the location of the Kalahari Desert, which is one of the major deserts in the world.
Step 2: Explanation.
The Kalahari Desert is located in the southern part of the African continent. It stretches across countries such as Botswana, Namibia, and South Africa. Despite being called a "desert," it receives more rainfall than typical deserts, supporting some vegetation.
Step 3: Conclusion.
Therefore, the Kalahari Desert is situated in Africa.