The nearest airport is Heho, about an hour's drive from Nyaung Shwe. Flights connect Heho to Yangon, Mandalay, and Bagan. From the airport, shared taxis and pickups run to Nyaung Shwe.
Overland buses connect Nyaung Shwe to Yangon (around 10 hours), Mandalay (around 5 hours), and other major towns. The bus station is just outside town.