1. A projection display device comprising: an image projection section configured to project an image toward a projection surface; an imaging section configured to capture the image projected on the projection surface and a position indication light included in the image, the position indication light comprising a light emitted by a control device that is separate from the projection display device; a location specifying section configured to specify a location of the position indication light based on the image captured by the imaging section; and a display control section configured to set a projection range of the image, in response to a predetermined operation signal received from the control device, to a range including an image area corresponding to the location specified by the location specifying section, and to alter the projection range of the image in accordance with the set projection range.