You can fly from Copenhagen Airport to Bornholm with DAT - Danish Air Transport who arrives and departs at the island’s only airport in Rønne. Travel time: 35 minutes.
From Copenhagen take a one hour drive to Swedish, Ystad across the Øresund Bridge. From Ystad, two ferries take you to Bornholm: The Færgen high-speed ferries which takes 1 hour, 20 minutes or the conventional ferries (ropax ferries), which take 2½ hours. During peak season there are up to 10 daily departures with Færgen, and 3-6 daily departures in low season. Travel time: 2½ to 3½ hours
The Bornholmerbus coach service (route 866) departs all year taking you from Copenhagen Central Station to the ferry terminal in Ystad, Sweden crossing the Øresund Bridge along the way. John's Bus (route 700) follows the same route, but also boards the ferry and in Ystad and continues on Bornholm via Rønne, Aakirkeby and Nexø to Svaneke. The ticket is valid all the way to Rønne. Total travelling time: About 2 1/2 hours