The Dothraki Sea is a region on the continent of Essos, thousands of miles to the east of Westeros. It is located in the continental interior, east of the Free Cities, and is a vast landscape of steppes and plains covered in low green grass which makes it look like a sea from afar. The city of Vaes Dothrak lies on the north-eastern edge of the Dothraki sea and is home to the Dothraki people.
The Dothraki sea lies north of Lhazar, Slaver's Bay and the forbidding Red Waste, which even the Dothraki fear to cross. The Red Waste protects the city of Qarth from Dothraki attack. The sea stretches almost all the way to the Jade Sea, but stops short due to intervening mountains and forests. However, the Dothraki still occasionally raid the rich cities of the western Jade Sea for treasure and slaves.
In the books
In the Song of Ice and Fire novels the Dothraki sea is east of the Free Cities, north of Lhazar and Slaver's Bay and north-west of the Red Waste and the Jade Sea. The Dothraki raid surrounding lands from the sea, which is unimaginably vast.