A density model of the lithosphere for the Caucasus, Kopet-Dagh, a part of Tien-Shan, Caspian and Black seas, as well as for adjacent parts of East European platform and Turanian plate is constructed based on an integrated analysis of gravity, seismic refraction and geological data. Joint analysis of the mantle and isostatic gravity anomalies shows that the tectonics in the study area is controlled not only by the continental plate convergence but also by processes in the upper mantle. The residual mantle anomalies in the region are as much as 170mGal which correspond to deviations from the average upper mantle density up to 80 kg/m3. The minimum mantle density values are found for Eastern Tien-Shan and Lesser Caucasus. The upper mantle under these structures is hot and likely affected by mantle plumes. This conclusion is also in agreement with a local character of the isostatic anomalies. High values of the mantle anomalies correspond to the shields of East Europen platform and the Urals. The amplitudes of the isostatic anomalies reach 150mGal in the study area. The most significant isostatic disturbances are found in the northern part of South Caspian negative and in the joining to this structure areas of Talysh and Kara-Bogaz swell positive. These results indicate high stresses within the lithosphere which agrees with the seismicity distribution. The broad negative isostatic anomaly located over the eastern part of the Caucasus foredeep indicates that Skythian plate is elastically deformed and underthrusts the Eastern Caucasus. The same is true for the Turanian-Kopet-Dagh plate system. In the Western Caucasus the situation is opposite: near zero isostatic anomalies over the foredeep evidence that the lithosphere is weak and no significant elastic deformations exist in this area.