The countries of the Cooperation Council for the Arab Gulf States are located on the continent:

The answer is: Asia, except for Iraq

The Gulf Cooperation Council countries are located on the continent of Southwest Asia. This region is located on the Arabian Peninsula and consists of six member states: the Kingdom of Bahrain, the State of Kuwait, the Sultanate of Oman, and the United Arab Emirates. The Cooperation Council was established on May 25, 1981 and is headquartered in the Saudi capital, Riyadh. As a regional political, economic, military and security organisation, the Gulf Cooperation Council provides a platform for its members to work together in areas such as economic integration, security cooperation, and cultural and social development.

The Gulf Cooperation Council countries are located on the continent of Asia. The headquarters of this regional political, economic, military, and security organization is located in Riyadh, Kingdom of Saudi Arabia. It consists of six member states: the Kingdom of Bahrain, the State of Kuwait, the Sultanate of Oman, the State of Qatar, the Kingdom of Saudi Arabia, and the United Arab Emirates. These countries are located on the Arabian Peninsula in southwest Asia.