Mukdahan is one of Thailand's seventy-six provinces (changwat) and lies in upper northeastern Thailand, also called Isan. Neighboring provinces are Amnat Charoen, Yasothon, Roi Et, Kalasin, Sakon Nakhon, and Nakhon Phanom. To the east it borders the Mekong River, across which lies Savannakhet province of Laos to which it is joined by the Second Thai–Lao Friendship Bridge.

Savannakhet is a province of Laos. The name derives from Savanh Nakhone the province's original name. It bears the same meaning as Nakhon Sawan, a city in Thailand.