The modern definition of the region includes: Bahrain, Egypt, Iran, Iraq, Israel, Jordan, Kuwait, Lebanon, Oman, the Palestinian territories, Qatar, Saudi Arabia, Syria, Turkey, the United Arab Emirates, and Yemen.
Egypt, with its Sinai Peninsula in Asia, is considered part of the Middle East, although most of the country lies geographically in North Africa. According to international media, North African nations without Asian links, such as Libya, Tunisia and Algeria, are increasingly being called North African.
https://en.wikipedia.org/wiki/Middle_East
According to this site, though, the Middle East is all in Asia, excluding Egypt.
http://www.worldatlas.com/webimage/countrys/me.htm