Asia has land borders both with Europe & Africa, but it is, with those exceptions, surrounded by water.
Asia/Europe, as they are connected? so they are not Entirely surrounded.
Europe, Asia, and Africa
Asia
The Indian Ocean
Mediterranean Sea
The Maldives.
There are two: Bahrain and Cyprus.
This is the Black Sea.
I think Bangladesh is surrounded on three sides by water.
The Mediterranean Sea.
In between Europe and Asia. The Caspian Sea is surrounded by the countries of Azerbaijan, Iran, Kazakhstan, Russia, and Turkmenistan.