Is this phrase correct grammatically?

I'm afraid we don't live in the same city, or even in the same country.

Hello Welcome to the forum,

Email Removed">Email Removed"I'm afraid we neither don't live in the same city, nor even in the same country."

It is correct as corrected. "Don't" is not needed because "neither / nor" already connote double negatives.

Dimsum's sentence, "I'm afraid we neither live in the same city, nor in the same country", is correct if you do not wish to use "don't".
If you want to keep the word "don't", however, you'll be unable to use a "neither/nor" construction.

Thanks John for pointing that out. Sometimes, there are more than one way to express the same concept.

JohnParisIf you want to keep the word "don't", however, you'll be unable to use a "neither/nor" construction.