Nong Khai is the northernmost of the north-eastern (Isan) provinces of Thailand. Neighboring provinces are (from south-east clockwise) Nakhon Phanom, Sakon Nakhon, Udon Thani and Loei. To the north it borders Vientiane Province, Vientiane Prefecture and Bolikhamxai of Laos.
The province is located in the valley of the Mae Nam Kong (Mekong river), which also forms the border with Laos. To the south it has some highlands. The Laotian capital Vientiane is only 25 kilometers away from the provincial capital Nong Khai. The Thai-Lao Friendship Bridge which connects them was built jointly by the governments of Thailand, Laos and Australia and was opened in 1994.