usage of ABOVE

Hi,

My English teacher said the blank below couldn’t be filled with ‘above’. I think ‘The mermaids went to the world above.’ is more natural, but I don’t think ‘the above world’ is not really wrong. Is it unnatural? What do you think?

The mermaids went to the ________ world.

Thank you in advance.

“Above” wouldn’t come before “world” in that sentence, unless the world you are talking about it shown in a chart on the page of a book.