Anguilla is in the Caribbean. The Caribbean Islands are located between the Caribbean Sea and the North Atlantic Ocean, east of Puerto Rico. It is the most northerly of the Leeward Islands in the Lesser Antilles.

*The Leeward Islands are the northern islands of the Lesser Antilles. They are called "leeward" because the prevailing winds in the area blow from east to west. Thus, the Leeward Islands are downwind, on the backside of, or leeward of, the easternmost Windward Islands, the group of islands that first meet the trade winds coming from the east.

The Lesser Antilles are part of the Antilles, which together with the Bahamas and Greater Antilles form the West Indies. They are a long chain of islands, most of which wrap around the eastern end of the Caribbean Sea on the western boundary with the Atlantic Ocean, and some of which lie on the southern fringe of the sea just north of South America. The Lesser Antilles more or less coincide with the outer edge of the Caribbean Plate, and many of the islands were formed by subduction, as one or more other plates slipped under the Caribbean Plate.

Hopefully I haven't confused you even more and you have a better idea of where Anguilla is located.

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