Conil has no train station. The nearest rail connection is Jerez de la Frontera or Cádiz, both served by Renfe from Seville and Málaga.
By bus is the standard approach. Comes y Va and other operators run regular services between Cádiz bus station and Conil (around 45 minutes). There are also direct buses from Seville, though frequency varies by season. The Conil bus stop is on Avenida de la Playa, a short walk from the old town and beaches.
By car from Seville takes about 1.5 hours via the A-4 motorway south to Jerez, then the A-48 coast road through Chiclana and Vejer. The A-48 is scenic and sensible; the coastal route through El Palmar is slower but gives you the beaches along the way.
From Jerez Airport, which is 40 km north, there is no direct bus service. A taxi or rental car is the practical option. Málaga Airport is about 2.5 hours by road and works well if you are also planning to visit the eastern Costa del Sol.
By bicycle, the Via Verde de la Sierra runs through the interior of the province and dedicated cyclists do reach the coast, but it requires serious commitment.