The nearest airport is Vigo–Peinador (VGO), about 50 minutes by car or bus south of Sanxenxo. Santiago de Compostela (SCQ) is around an hour and a quarter north and tends to have more international flights. From either airport, the simplest route is to rent a car: Galicia is best explored on wheels.
The town has no train station of its own. The nearest is Pontevedra, on the Vigo–Santiago line, 25 km east; a regional bus runs from there to Sanxenxo. Long-distance ALSA coaches serve Pontevedra and Vigo from Madrid and other Spanish cities, with bus connections onward to Sanxenxo. By car, Sanxenxo lies just off the AP-9 / PO-308 — straightforward from anywhere in northern Spain or Portugal.