Pindaya is in the Shan Hills, about 45 km north-east of Taunggyi and 175 km south of Mandalay. The most common approach is from Inle Lake — the road from Nyaungshwe passes through Aungban and takes about two hours by shared taxi or private car. From Bagan or Mandalay, most travellers go via Aungban junction on the main Mandalay–Taunggyi highway.
There is no direct bus service; the town is best reached by shared taxi from Aungban, which is the junction town on the main Yangon–Mandalay highway. Tuk-tuks and motorcycles can be hired locally for the climb up to the caves (about 45 minutes on foot from town, or 10 minutes by vehicle).