Walking in Khandagiri can be a practical way to explore certain areas, particularly the historic Khandagiri and Udayagiri Caves, which are located close to each other. The region features basic infrastructure with pathways that allow for pedestrian access to key sites. However, the weather, especially during the summer months, can be quite hot and humid, which may make walking less comfortable. Distances between some attractions or amenities might also require more time and effort on foot, so walking is best suited for shorter distances or cooler times of the day.

Biking in Khandagiri features a mix of urban and hilly terrain, which can make it a practical option for shorter distances. However, the area lacks dedicated cycling infrastructure, and the roads are often shared with motorized traffic, which may pose challenges for cyclists. The hilly topography in some parts can also make biking more physically demanding. While biking can be a convenient way to explore nearby attractions, the absence of specific cycling-friendly paths or lanes may require extra caution when navigating the area.

Public transit in Khandagiri is primarily served by buses operated under the Capital Region Urban Transport (CRUT) system. The MO Bus service connects key areas, including Khandagiri, with other parts of Bhubaneswar and nearby regions. The bus network is designed to provide affordable and accessible travel options. Infrastructure supports regular routes, and the service is technology-driven for convenience. However, the suitability of public transit may depend on the distance to destinations and the availability of nearby stops, making it important to plan routes in advance for efficient travel.