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
The Maldives.
Mediterranean Sea
There are two: Bahrain and Cyprus.
This is the Black Sea.
I think Bangladesh is surrounded on three sides by water.
The Mediterranean Sea.
Europe, Asia, North America, South America, and Africa are not completely surrounded by water (Although if counting the Panama Canal and the Suez Canal, then North America, South America, and Africa would be completely surrounded by water).