J.R.R. Tolkien’s fictional world containing Middle-earth is called Arda.
Arda is the name Tolkien gives to the world created by Eru Ilúvatar in his mythology. Middle-earth is not the entire world; it is one major region or continent within Arda. Other important regions include Aman, the home of Valinor, and Beleriand, a land central to many First Age stories.
The name Arda comes from Tolkien’s invented languages and is associated with the created world as a whole. Its history includes the shaping of the world, the wars of the First Age, the changing geography of later ages, and the eventual dominion of Men.
Readers sometimes use “Middle-earth” as a general label for all of Tolkien’s setting. More precisely, Middle-earth is part of Arda, just as Valinor is a region of Aman.