If you are looking forward to find where is Gran Canaria the continent you should point your eyes to, is Africa. Yes, although the islands are part of Spain and the European Union, our location lies exactly nexto to the coast of Marocco. That is in the NorthWest corner of Africa.
Lanzarote is the island on the far eastern side, but it is Fuerteventura the island that is closer to Africa, only 120 kilometers far away from the coast of Marocco. Gran Canaria and Tenerife, the two main islands are exactly in the middle of the island group which counts with a total of seven islands.
If you are still looking for where is Gran Canaria because you are not sure where Marocco is, than take as a reference that Gran Canaria is in the same latitue than places like Miami, México, Iran or India, and in the same longitude than the United Kingdom, Ireland, Portugal or Spain.