 The islands are in the western Caribbean Sea and are the peaks of an undersea mountain range called the Cayman Ridge (or Cayman Rise).This ridge flanks the Cayman Trough, deep which lies to the south.The islands lie in the northwest of the Caribbean Sea, east of Quintana Roo, Mexico and Yucatán State, Mexico, northeast of Costa Rica, north of Panama, south of Cuba and west of Jamaica.