Step 1: Locate the Gulf. The Gulf of Aqaba is a northeastern extension of the Red Sea, bordered by Egypt, Israel, Jordan, and Saudi Arabia.
Step 2: Connection. It is connected to the Red Sea through the Straits of Tiran, lying between the Sinai Peninsula (Egypt) and Saudi Arabia.
Step 3: Eliminate wrong options.
- Strait of Baltiysk → in Baltic Sea (Russia).
- Strait of Messina → between Italy and Sicily.
- Strait of Hormuz → connects Persian Gulf and Gulf of Oman.
Step 4: Conclude. Thus, the correct answer is Straits of Tiran.
\[
\boxed{\text{Straits of Tiran}}
\]