Countries

Almost every country ending in an “e” is a feminine country

la France (France)
la Belgique (Belgium)
l’Allemagne (Germany)
l’Algérie (Algeria)
la Chine (China)
la Guyane (Guiana)
la Russie (Russia)
la Corée (Korea)

However, there are a few exceptions to the rule above which can only be solved through memorization. Many French textbooks reiterate this point. 

le Belize (Belize)
le Mexique (Mexico)
le Mozambique (Republic of Mozambique)
le Zimbabwe (Zimbabwe)
le Zaïre (Republic of Zaire)
le Cambodge (Cambodia)

Genders of Countries in French

Simple Example Sentences:

I come from the United States.
Je viens des États-Unis.

We are in France.
Nous sommes en France.

You’re going to China tomorrow.
Vous allez en Chine demain.

She’s from Brazil.
Elle vient du Brésil.

WHAT PREPOSITION DO I USE WITH DIFFERENT FRENCH LOCATIONS?

When you want to use a location with the prepositions to or in, then follow the rules listed below.

1) When referring to a city mainly use à
J’irai à Marseilles. I will go to Marseilles.

2) When referring to a city with an article use à + article
Nous sommes à la Nouvelle Orleans. We are in New Orleans.

3) When referring to a feminine country use en
J’aime les gens en France. I love people in France.

4) When referring to a masculine country which starts with a vowel, use en
Il est en Iran. He’s in Iran.

5) When referring to a masculine country which starts with a consonant, use au
On mange des tacos au Mexique. We eat tacos in Mexico :)

6) When referring to a country that is plural, use aux
Aux États-Unis, il y a beaucoup de problèmes. In the United States, there are many problems.

                                                                         source http://frenchcrazy.com