Turkmenistan, Turkmen TÃ¼rkmenistan, country of Central Asia. It is the second largest state in Central Asia, after Kazakhstan, and the southernmost of the regionâs five republics. The country is bordered by Kazakhstan on the northwest, Uzbekistan on the north and east, Afghanistan on the southeast, Iran on the south, and the Caspian Sea on the west. After Kazakhstan, Turkmenistan is the least densely populated of the Central Asian states.