PER CURIAM.
Alfred Smith appeals the district court’s order denying relief on his petition filed under 28 U.S.C. § 2241 (1994). We have reviewed the record and the district court’s opinion and find no reversible error. Although the district court found that Smith could not proceed under § 2241 with his claims challenging the legality of his convictions, we find that the court lacked jurisdiction over Smith’s petition because a § 2241 petition must be filed in the district of confinement — here, Kentucky. United States v. Miller, 871 F.2d 488, 490 (4th Cir.1989). Accordingly, we affirm the denial of relief on the ground that the district court lacked jurisdiction but modify the dismissal to be without prejudice. 28 U.S.C. § 2106 (1994). We dispense with oral argument because the facts and legal contentions are adequately presented in the materials before the court and argument would not aid the decisional process.
AFFIRMED AS MODIFIED.