Coober Pedy sits on the Stuart Highway, the single sealed road running north–south through the centre of Australia. From Adelaide it is around 850 km — a nine-hour drive if you push, more sensibly broken with an overnight at Port Augusta. From Alice Springs to the north it is about 700 km.
Regional Express (Rex) flies daily from Adelaide to Coober Pedy Airport (CPD), roughly two hours each way; a useful option if you don't want to drive both ways. The Greyhound bus from Adelaide to Alice Springs stops at Coober Pedy daily. The Indian Pacific and Ghan trains do not stop here — the nearest railway is at Tarcoola, 120 km southwest.