Ajman is the capital of the emirate of Ajman in the United Arab Emirates. It is the fifth-largest city in UAE after Dubai, Abu Dhabi, Sharjah and Al …Ajman is the capital of the emirate of Ajman in the United Arab Emirates. It is the fifth-largest city in UAE after Dubai, Abu Dhabi, Sharjah and Al Ain. Located along the Persian Gulf, it is engulfed by the larger emirate of Sharjah in territory.