This is the best way to travel east into the rest of China. The Urumqi Train Station is in the southwest of the city. To and from Urumqi, you’ll find direct trains to Beijing, Shanghai, Lanzhou, Xi’an, and Chengdu. Express trains to take a few days. Trains to and from Beijing take around 45 hours, and to and from Shanghai takes around 48 hours. We strongly recommend taking hard or soft sleeper trains. Anyone on a budget who tries taking a train to Urumqi with a hard seat will quickly find out how uncomfortable it can be.