The Kais are the beings that oversee the universe and rule over the Other World. There is firstly a North, South, East and West Kai who watch over their respected quadrant of the galaxy. In a higher space of Other World lives the Grand Kai who looks after the first four Kai’s from his very own planet.
Legend knows of a person even higher up from him, known as the Supreme Kai who lives on a peaceful paradise-like planet at the highest point of Other World. Hardly anyone has been able to personally meet the Supreme Kai, and not even the four Kais of the galaxy quadrants had been able to do so.
Long ago there did in fact use to be four Supreme Kais, for North, South, East and West as well as the mighty Dao Kaio who looked after that. Majin Buu eventually either killed or absorbed all of them however, except for the East Supreme Kai who survived to this day.