Cairo is the southernmost city in Illinois and the county seat of Alexander County. A river city, Cairo has the lowest elevation of any location in I…Cairo is the southernmost city in Illinois and the county seat of Alexander County. A river city, Cairo has the lowest elevation of any location in Illinois and is the only Illinois city to be surrounded by levees. It is in the river-crossed area of Southern Illinois known as "Little Egypt", for which the city is named, after Egypt's capital on the Nile. The city is coterminous with Cairo Precinct.