The Bay of Bengal is a bay. It is in the northeastern part of the Indian Ocean. The bay is also west of the Malay Peninsula and east of India. It looks like a triangle. It is called the "Bay of Bengal", because to the north are the Indian state of West Bengal and the country of Bangladesh.it is an extended part of the Indian ocean. But most of the part the see landed on part of Bangladesh. It has four sea port on part of Bangladesh. Bay of Bengal named on the history of Bangladesh.