Capital Egypt is a term used to refer to the country of Egypt, which is located in North Africa. The capital of Egypt is CAIRO, which is a five-letter word in the crossword puzzle. The SINAI Peninsula is also part of Egypt and is a five-letter word in the crossword puzzle. The SINAI Peninsula is a triangular peninsula in the Middle East that is bordered by the Mediterranean Sea, the Gulf of Aqaba, and the Red Sea.