Sesimbra has no train station. The closest railway is in Coina, on the Lisbon-Setúbal line, about 20 km north — bus 207 runs from Coina to Sesimbra in about thirty minutes.
The simplest public transport from Lisbon is the TST 207 or 260 bus from Praça de Espanha or Pragal (the southern end of the 25 de Abril bridge), taking about an hour. By car, the A2 motorway south from Lisbon then the IC32 brings you to Sesimbra in about forty-five minutes — but parking on summer weekends is a real problem and the upper town car parks fill before lunch. Out of season parking on the harbour front or along the eastern beach is easy.
By road from Setúbal, the IC32 over the Arrábida takes about thirty minutes; the smaller N10 along the south side of the mountains is slower but considerably more scenic.