Indian Railways operates a train from Shirdi to Khopoli once daily. Tickets cost $6 - $18 and the journey takes 8 h 28 min. Alternatively, you can take a bus from Shirdi to Khopoli via Mumbai and Lonavala in around 10 h 9 min.
From Shirdi taxi to Puntamba (PB) then train to Khandala (KAD). 8 h 44 min ₹1,326. From Shirdi bus to Mumbai, bus to Lonavala, then taxi to Khopoli. 10 h 9 min ₹1,755. From Shirdi taxi to Khopoli. 3 h 21 min ₹4,192. From Shirdi drive to Khopoli. 3 h 21 min ₹1,802.