The phrase refers not only to Judea (in Mark 3:7, Mark 10:1, and Mark 13:14, Mark uses a geographical description, Ioudaia) but to the entire country of the Jews, of which Jerusalem is the capital (cf. John 11:55 for a similar juxtaposition of the Jewish country and the city of Jerusalem).1
5 And all the country of Judea and all Jerusalem were going out to him and were being baptized by him in the river Jordan, confessing their sins.