Located in the South Caucasus, located partially in Eastern Europe and partially in Western Asia. It is bounded by the Caspian Sea to the east, Russia to the north, Georgia to the west and northwest, Armenia to the southwest, and Iran to the south. The Azerbaijani exclave of Nakhchivan is bordered by Armenia to the north and east, Iran to the south and southwest, and Turkey to the west. The country's territory also encompasses several islands in the Caspian Sea.
The topic is all about the nations in Asia because the lesson of the g-7 & g-8 is more on nations in asia so the country Azerbaijan is located in western asia.

hope it helps.:)