African elephants live in sub-Saharan Africa, the rain forests of Central and West Africa and the Sahel desert in Mali. Asian elephants live in Nepal, India and Southeast Asia in scrub forests and rain forests.here are two species of elephant. The Asian elephant and the African elephant live on separate continents and have many unique features. There are several subspecies that belong to one or the other of these two main species, though there is disagreement over just how many subspecies there are.