First of all, I would like to inform you that Shirdi is in between two railway lines. One is the PUNE- MANMAD section on which the nearest railhead is KOPARGAON approx. 30km from SHIRDI. The other is the SECUNDERABAD- NANDED- MANMAD line on which the nearest railhead is NAGARSOL approx. 45km from SHIRDI. There are good number of taxis which operate on hire and share basis from these railheads to SHIRDI. In addition, MANMAD is the prominent railhead on the MUMBAI-NAGPUR/ITARSI sections at a approx. distance of 45km from SHIRDI and well connected by buses.
However, the problem for you [travelling from CHENNAI] would be that there NO direct trains connecting either of the railheads. Possible onward connections are:
1. CHENNAI- BANGALORE- KOPARGAON- SHIRDI
CHENNAI- BANGALORE
There are good number of trains and buses that ply between CHENNAI and BANGALORE operated by both private and government operators. You may choose to take the BRINDAVAN Exp. early in the morning from CHENNAI to have a few hours of sight seeing in BANGALORE before the onward journey or opt for a bus which drops you at BANGALORE just in time for the onward train journey. I recommend you the following:
2639 Chennai Central- Bangalore City Jn. Brindavan Exp.
Days of Run: DAILY
Chennai Central d 07:15 [Day 1]
Bangalore Cy Jn a 13:20 [Day 1]
Loiter around in BANGALORE to visit the VIDHAN SOUDHA, and CUBBON PARK to be ready to board the onward train.
BANGALORE- KOPARGAON
2627 Bangalore City Jn. – New Delhi Karnataka Exp.
Days of Run: DAILY
Bangalore Cy Jn a 19:20 [Day 1]
Kopargaon a 13:39 d 13:40 [Day 2]
KOPARGAON- SHIRDI
BY road it takes approx. 1hr. So, you should be at SHIRDI latest by 15:30 on Day 2.
2. CHENNAI- PUNE- SHIRDI
2a. CHENNAI- PUNE
There are 3 daily train services between CHENNAI and PUNE:
1028 Chennai Central – Mumbai CST Mail
Days of Run: DAILY
Chennai Central d 22:50 [Day 1]
Pune Jn a 23:20 d 23:30 [Day 2]
1042 Chennai Central – Mumbai CST Exp.
Days of Run: DAILY
Chennai Central d 11:45 [Day 1]
Pune Jn a 09:30 d 09:35 [Day 2]
2164 Chennai Central – Dadar Exp.
Days of Run: DAILY
Chennai Egmore d 06:50 [Day 1]
Pune Jn a 02:25 d 02:35 [Day 2]
Of these I recommend 1028 as you can start on Day 0 of your tour and reach SHIRDI early in the morning of Tour Day 2.
2b. PUNE- SHIRDI
There are plenty of buses operated by Maharashtra State Transport and numerous private operators between Pune and Shirdi almost round the clock. The bus station is just outside the railway station and even the private buses are available. The distance between PUNE and SHIRDI is about 195km and journey time is atmost 5hrs.
3. CHENNAI- HYDERABAD- NAGARSOL- SHIRDI
3a. CHENNAI- HYDERABAD
You may choose from one of the following three trains:
2603 Chennai Central – Hyderabad Deccan Exp.
Days of Run: DAILY
Chennai Central d 16:45 [Day 1]
Secunderabad Jn a 05:15 d 05:20 [Day 2]
2759 Chennai Central – Hyderabad Deccan Charminar Exp.
Days of Run: DAILY
Chennai Central d 18:10 [Day 1]
Secunderabad Jn a 07:15 d 07:20 [Day 2]
7651 Chennai Egmore – Kacheguda Exp.
Days of Run: DAILY
Chennai Central d 17:00 [Day 1]
Secunderabad Jn a 07:30 [Day 2]
Check-in to a hotel and do sight-seeing of important places like SALARJUNG MUSEUM and CHARMINAR to be ready to board the onward train at 18:10 from SECUNDERABAD.
3b. SECUNDERABAD- NAGARSOL
7064 Secunderabad Jn. – Manmad Jn. Ajanta Exp.
Days of Run: DAILY
Secunderabad Jn d 18:10 [Day 1]
Nagarsol a 05:40 d 05:45 [Day 2]
3c. NAGARSOL- SHIRDI
BY road it takes approx. 1.5hr. So, you should be at SHIRDI latest by 08:00 on Day 3.
For more information about SHIRDI, visit:http://www.shirdi-sai-baba.com/about-shi…
My recommendation would be you take the option 2. Its both convenient and saves on time.
If you wish to travel by flight, then look for CHENNAI- PUNE [by flight] and PUNE- SHIRDI by bus and vice versa. As fares on busy sectors are cheaper, you may look for CHENNAI- MUMBAI and MUMBAI- SHIRDI by bus.

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