Clervaux is small enough to cover entirely on foot. The walk from the train station to the castle takes about ten minutes, and a circular loop taking in the castle, abbey, Oesling Cross, and parish church can be done in two hours at a slow pace.
For the surrounding villages, all public transport in Luxembourg is free since 2020 — buses run from Clervaux to nearby Urspelt, Marnach, and the other Oesling villages. The CFL train line to Luxembourg city and Liège makes Clervaux an easy base for daytrips.
The Oesling hills around the town are excellent walking country, with marked paths in every direction. The tourist office in the small square below the castle has hiking maps.