All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.
The answer to this question was clearly stated by the Prophet, sallallaahu ‘alayhi wa sallam , who did not speak from his own desire, only from revelation that was revealed. On the authority of Abu Ruzayn Al-‘Uqayli the Prophet, sallallaahu ‘alayhi wa sallam, said that Allaah The Almighty was above dense clouds with air above and underneath it, and then He created the Throne and settled Himself upon it. [At-Tirmithi, Ibn Maajah and Al-Bayhaqi. At-Tirmithi: Saheeh (Authentic), Ath-Thahabi: (Hasan)] The wording of another narration says “darkness”, instead of “cloud”; another wording says that this was unknown to His creatures and concealed from them until Allaah The Almighty created the Throne and settled Himself upon it.
Allaah Knows best.