You can get this answer yourself much quicker by using google and asking "where in africa is the kalahari desert".
Here is the link : https://www.google.com/?gws_rd=ssl#q=where+in+africa+is+the+kalahari+desert
If you click on one of the first responses, a link to wikipedia you get the following :
If you read the description you will find that it is in Southern Africa.
If you further google "sub regions of Africa" you get the following result
by the United Nations Statistics Division's subregions (see also: UN geoscheme for Africa):
Middle Africa or Congo.
Northern Africa or Arabia.
Western Africa or Guinea.
So your answer is Southern Africa, not to be confused with South Africa which is a country. Try playing with and using google. It will serve you well!