It is divided into 10 municipalities (the same as Santiago) and its capital city is Azua de Compostela.

It is bordered by the provinces of La Vega to the north-east, San José de Ocoa and Peravia to the east, Barahona and Baoruco to the west and San Juan to the north-west.

The southern part of the province is located in the Llanura or Llano de Azua (also known as the "Plena de Azua"), a coastal plain surrounded by mountains that act as barriers to the water-laden winds so that the lower parts of the province are very arid.

Azua had the Sierra de Ocoa, which is the southern end of the Cordillera Central, the tallest mountain range in the caribbean.

In the southwest, on the border with the Barahona and Baoruco provinces, are the Martín García and Neiba mountain ranges.