• A
• B
• C
• D
• E
• F
• G
• H
• I
• J
• K
• L
• M
• N
• O
• P
• Q
• R
• S
• T
• U
• V
• W
• X
• Y
• Z

Here is a list of all the sovereign countries with names beginning with the letter F.

• Fiji
• Finland
• France

Additional Consideration:
1) Faroe Islands: Not a sovereign country, but one of the two constituent countries of the Kingdom of Denmark.