There are several ways to travel from Makkah to Madinah
By train - economy or business class . Limited baggage allowance. Also departure times are fixed.
By bus - best for single male adults or if you are on a budget
By taxi . Taxi is best if you are a family and have kids. Also no issue with luggage
Click on this link for all transport options and cost
https://almaqamstay.com/blog/how-to-travel-between-makkah-and-madinah
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