Motor bus, jeep, two-wheeler and railway are the popular modes of transport.
There are many Maharashtra State Road Transport Corporation bus stands in all towns of the district. There are State Transport bus depots at Buldhana, Malkapur, Chikhli, Mehkar, Khamgaon, Shegaon and Jalgaon-Jamod.
Rail
Electrified double-line broad-gauge railway passes through Malkapur, Nandura, and Shegaon Tehsils. It is under the Bhusawal-Badnera Section of Bhusawal Division of the Central Railway. This main line was originally under the Great Indian Peninsula Railway and the branch line between Jalamb and Khamgaon was under the Khamgaon State Railway.
The railway stations in the district, with their codes, are Khamkhed (KMKD), Malkapur (MKU), Wadoda (WDD), Biswa Bridge (BIS), Nandura (NN), Kumgaon Burti (KJL), Jalamb Junction (JM), Khamgaon (KMN), Shegaon (SEG), and Shrikshetra Nagzari (NGZ).
A computerised railway reservation facility is available at Buldhana,Malkapur and Shegaon, while manual reservation facility is available at City Booking Office, Khamgaon, Nandura, and Jalamb Junction.
Roads
National Highway
National Highway 6 - NH6 passes through Khamgaon, Nandura, and Malkapur towns in the district.
State highways
The following state highways connect various talukas and towns in the district. Vehicles from Nagpur, Amravati and Akola pass through Khamgaon–Chikhli–Deulgaonraja while going towards Jalna–Aurangabad and Pune.
The important roads in the district are:
State Highway 24: Ajanta (Aurangabad) - Madh - Padli - Buldhana - Warwand - Khamgaon - Shegaon - Deori
