"What street does he live on?"
Translation:На какой улице он живёт?
Какой is different from как, which means 'how', and which is not declined. Какой, on the other-hand means 'which' and is declined same as adjectives. Therefore, as with adjectives, the feminine endings, save the nominative and accusative case, are always -ой. This means that these feminine forms, the prepositional case required here included, will be identical with the masculine nominative form 'какой'.
I hope I could help those who have been wondering the same.
The funny thing is that in this example the word order (aside from "does", which is not used in Russian, & a preposition at the end) is basically the same in English & Russian. And you can certainly move the preposition to the front of the sentence in English, which would make the word orders match even better.