Mara is part of heavenly realms, and are the most powerful in
the sensuous realm:
http://www.accesstoinsight.org/ptf/dhamma/sagga/loka.html
(11) Devas Wielding Power
over the Creation of Others (paranimmita-vasavatti
deva)
These devas enjoy sense pleasures created by others for them.
Mara, the personification of delusion and desire, lives here.