From the High Street go to Park Walk, (between Oxfam Book Shop and Costa Coffee). The Abbey Museum is halfway along Park Walk wall on the right hand side, marked by iron gates.
There is no parking at the museum, however town car parks are a short walk away.
The nearest train station is Gillingham, Dorset, on the Waterloo-Exeter line. Gillingham is a four mile bus or taxi journey from Shaftesbury.