Tolkien’s The Lord of the Rings is primarily set in Middle-earth.
Middle-earth is the central region of Tolkien’s imagined world and the setting for most of the events involving the One Ring. It includes places such as the Shire, Rivendell, Moria, Rohan, Gondor, and Mordor.
The term is Tolkien’s modernization of an old Germanic and English expression for the inhabited world between different cosmic realms. It does not mean that the setting is literally another planet or a simple synonym for the entire universe. Tolkien’s wider mythology includes other regions and lands beyond Middle-earth.
Valinor, for example, is a blessed land in Aman, while Númenor is an island kingdom from an earlier age. Beleriand is a major region of the First Age that is later destroyed or reshaped. These locations belong to Tolkien’s legendarium, but Middle-earth is the specific setting most associated with The Lord of the Rings.