Valkenburg is small enough to walk everywhere. The town centre is pedestrianised; the castle and main cave entrances are a few minutes on foot from the Grotestraat. The train station is about 10 minutes' walk from the centre and has regular services to Maastricht (about 15 minutes) and further into the Netherlands.
The surrounding Geul valley is best explored by bicycle. Bike rental is available in town, and the South Limburg cycling network is one of the most developed in the Netherlands — marked routes cover the hills and villages in every direction. Car parking is available on the edges of the pedestrian zone.