Kaspiysk is a city in the Republic of Dagestan, Russia, located on the Caspian Sea, 18 kilometers southeast of Makhachkala. The 2010 Ru…Kaspiysk is a city in the Republic of Dagestan, Russia, located on the Caspian Sea, 18 kilometers southeast of Makhachkala. The 2010 Russian census recorded the city as being the fourth-largest in Dagestan. It is a working-class satellite city to Makhachkala.