Okemah sits right on Interstate 40, about 70 miles east of Oklahoma City and 90 miles west of the Arkansas border. From either direction it is a straightforward drive; exit at US-62 and you are downtown in two minutes.
There is no commercial airport or passenger train in the area. The nearest major airport is Oklahoma City (OKC), and Tulsa (TUL) is about 75 miles north. Greyhound runs intercity buses along I-40 but does not stop in Okemah itself — the nearest stops are in Henryetta and Shawnee.