Ethiopia, Eritrea, Yemen, and the Arabian Peninsula are all countries that border the Red Sea. ETHIOPIA is an East African country with 8 letters in its name, Eritrea is a country in the Horn of Africa with 7 letters in its name, Yemen is a country in the Middle East with 5 letters in its name, and the Arabian Peninsula is a large peninsula in Western Asia with 16 letters in its name. All of these countries land on the Red Sea.