Roughly triangular in shape, the Bay of Bengal is a northern extension of the Indian Ocean, positioned between India and Sri Lanka in the west, Bangladesh to the north, and Myanmar (Burma) and the northern part of the Malay Peninsula to the east. Occupying an area of about 839,000 square miles (2,173,000 square km), the Bay of Bengal is the largest bay in the world. It is approximately 1,000 miles (1,600 km) wide, with an average depth near 8,500 feet (2,600 meters). The maximum depth is recorded at 15,400 feet (4,694 meters). A number of large rivers like the Mahanadi, Godavari, Krishna, Kaveri (Cauvery), the Ganges and Brahmaputra flow into the Bay of Bengal. The Andaman and Nicobar groups, which are the only islands, separate the bay from the Andaman Sea. The Bay of Bengal is a salt water sea and is a part of the Indian Ocean.

The International Hydrographic Organization defines the limits of the Bay of Bengal as: "On the east: A line running from Cape Negrais in Burma through the larger islands of the Andaman group, in such a way that all the narrow waters between the islands lie to the eastward of the line and are excluded from the Bay of Bengal, as far as a point in Little Andaman Island in latitude 10°48'N, longitude 92°24'E and thence along the southwest limit of the Burma Sea [A line running from Oedjong Raja (5°32'N 95°12'E) in Sumatra to Poeloe Bras (Breuëh) and on through the Western Islands of the Nicobar Group to Sandy Point in Little Andaman Island, in such a way that all the narrow waters appertain to the Burma Sea]. On the south: Adam's Bridge (between India and Ceylon [Sri Lanka]) and from the southern extreme of Dondra Head (south point of Ceylon) to the north point of Poeloe Bras (5°44'N 95°04'E)."

Some of the biggest ports in the world, Chittagong and Mongla in Bangladesh and Kakinada, Pondicherry, Paradip, Dhamra, Gopalpur, Chennai, Visakhapatnam and Kolkata in India are in the bay. A unique feature of the bay is the extreme variability of its physical properties. Temperature in the offshore areas, however, is warm and markedly uniform at all seasons, decreasing somewhat toward the north. Surface densities are considerably greater in spring than in fall, when river discharge is highest.

Hindus consider The Bay of Bengal, in the stretch of Swargadwar, holy. Swargdwar is in the indian town of Puri and means the gateway to heaven in sanskrit. Bay of Bengal is referred to as 'Mahodadhi' in ancient Hindu scriptures. 'Mahodadhi' in sanskrit means great water receptacle.