There should be a mapping between COD payment method and shop country. Eg. Apply this option to customer located in [Select Country]
Scenario: Store location is at Malaysia. COD payment is enabled. Customer who purchase is from other country. During Checkout, COD shipping method should be disable.
Hiya you can restrict payment methods available by Country in Admin http://website/administration/PaymentMethods.aspx Bottom of page - click to make it not available in that Country A