Answer : In Kyrgyzstan And it is located in the famed Fergana Valley. It is the second largest city of that country.
Read the following excerpt from a travelogue by Mufti Taqi Usmani Sahab (DB) to get the context.
I have come to Osh earlier too and have also introduced it in my travelogue but in this journey a new thing that came to our knowledge, and it was confirmed by books, that Osh is birth place and actual homeland of Khwaja Qutbuddin Bakhtiar Kaki, may Allah have Mercy on him. (Albalagh (Karachi, Urdu), January 2010, page 19)
And All-Pure is our Lord Most High.