Sudbury is served by the Gainsborough Line, a single-track branch railway running from Marks Tey (on the Great Eastern Main Line between London Liverpool Street and Colchester) to Sudbury. The journey from London takes about 1 hour 20 minutes with the connection at Marks Tey — not fast, but the branch line itself is pleasant. From Colchester it takes about 45 minutes.
By car, Sudbury sits at the junction of the A134 and the A131, about 16 miles north of Colchester and 60 miles northeast of London. There is a park-and-ride on the edge of town. By bus, Hedingham Omnibuses runs services connecting Sudbury to Colchester, Bury St Edmunds, and the surrounding villages, though services are infrequent.