John the Baptist was baptizing in the river Jordan (Mark 1:5 and 9), on the east side of the river near the town of Bethany (John 1:28) in Judea (Matthew 3:1)
(John 3:23 says that John the Baptist was baptizing in Aenon, not far from Salim, which is a little farther north than Bethany. In either case, John seems to have been baptizing in the Jordan River.)