The Kalahari has a number of game reservesâ '' the Central Kalahari Game Reserve ( CKGR , the world 's second largest protected area ) , Khutse Game Reserve and the Kgalagadi Transfrontier Park . The Kalahari has a number of game reserves -- the Tswalu Kalahari Reserve - www.tswalu.com , owned by the Oppenheimer family , is the largest private game reserve in South Africa , the Central Kalahari Game Reserve ( the world 's second largest protected area ) , Khutse Game Reserve and the Kgalagadi Transfrontier Park .