Grand Cathay, often simply called Cathay and also known as Imperial Cathay, the "Silk Lands," the Empire of the Celestial Dragon, the Kingdom of the Dragon, Great Cathay, the "Eastern Empire," the Grand Empire of Cathay and the Celestial Empire, is a populous empire of Men ruled by a family of immortal Cathayan Dragons located in the Far East of the Known World, beyond the Dark Lands and the Mountains of Mourn. Grand Cathay is the largest, most populous, most powerful and most important of the nations of Men in the Far East, and possibly in the entire world.

To the north, with the massive, defensive fortifications of the magical Great Bastion as a border, lie the Eastern Steppes and the territories of the Chaos-worshipping Hung and Kurgan nomadic barbarian tribes within the Chaos Wastes. To the east are the island realm of Nippon and the Far Sea, and beyond that the Boiling Sea and the continent of Naggaroth. To the south are the Kingdoms of Ind and the Hinterlands of Khuresh.