Alexander the Great died in Babylon, a city located in modern-day Iraq. He died in June 323 BC at about 32 years of age, shortly after returning from his campaigns in India and the eastern provinces of his empire.
Babylon was one of the ancient world's great cities and stood in Mesopotamia, between the Tigris and Euphrates rivers. Alexander had chosen it as an important imperial center and planned to develop it as the capital of his vast empire. His death there ended his personal rule but not the struggles over his conquests.
The exact cause of Alexander's death remains uncertain. Ancient accounts describe a serious illness with fever and worsening weakness, while later stories alleged poisoning. Modern explanations have included infectious disease and other medical possibilities, but no diagnosis can be established with confidence.
The question asks for the modern country, not the ancient region: Babylon was in Mesopotamia, but its ruins are in present-day Iraq. Iran, Egypt, and Greece were all connected to Alexander's empire or life, but he did not die in any of them.