The Bible’s answer
As a spirit creature, the Devil lives in an invisible realm. However, this is not in a fiery hell where he makes the wicked suffer, as is depicted in the artwork accompanying this article.
“War in heaven”
For a time, Satan the Devil moved about in the spirit realm at will, including entering directly before God alongside the faithful angels. (Job 1:6) But the Bible foretold that there would be a “war in heaven” that would result in Satan’s being expelled from heaven and “cast out into the earth.” (Revelation 12:7-9, King James Version) Both Bible chronology and world events confirm that this war in heaven has already taken place. The Devil is now confined to the vicinity of the earth.
Does this mean that the Devil lives in a specific place on our planet? For example, the ancient city of Pergamum was said to be “where the throne of Satan is” and “where Satan is dwelling.” (Revelation 2:13) Actually, these expressions likely refer to the concentration of satanic worship in that city. The Bible says that the Devil rules over “all the kingdoms of the inhabited earth,” so he does not dwell in any one physical location on earth but is confined to the vicinity of the earth.