The city is located on the Sambia Peninsula - a peninsula in Russia that divides the Vistula Lagoon from the Curonian Lagoon.

An excerpt from the article 24 facts about Kaliningrad

Kaliningrad is located at the mouth of the Pregolya River into the Baltic Sea. It is located 35 km from the Polish border, 70 km from the Lithuanian border, and 1289 km from Moscow.