Which Country is Most Densely Populated in the World: According to estimates of 2012 and from authentic and verified sources“Macau” is the most densely populated country in the whole world which is covering the total area of 29.5 square km. 20,497.34 people are living per square kilometers . Chinese is the official languag. source It is located near Hong Kong and most of its economy is based on tourism. In accordance to an estimate in 2008 its total GDP was $31.271 billion while per capita was $59,451 .