There is no border between Kazakhstan and Mongolia. If you want to travel from one to the other overland, you will have to pass through either Russia or China. Here’s how.
Visas: You will need either a Russian or a Chinese visa, either transit or tourist. See the links for the latest updates, as the situation is always changing for those travelers getting their visa on the road. Places you might be able to get them are Ulan Bator, Astana, Almaty, and the other Central Asian capitals if you are an expat or on a longer trip.
The following paragraphs see you traveling from Kazakhstan to Mongolia, but the reverse is equally possible. A map of all routes can be found here.
The quickest way is to take the direct bus between Astana and Olgii, or take the hop-on-hop-off-bus going Semey/Oskemen-Barnaul-Olgii. It will still take 3 days minimum. If you want to go by train all the way, make your way up to Novosibirsk or Omsk, change onto the Transsiberian route past Lake Baikal to Ulan Ude, from where the Transmongolian heads south to Ulan Bator.
Semey/Oskemen – Barnaul – Olgii
From Semey or Oskemen, take a train or bus to Barnaul (~20$). From Barnaul, take a bus to Gorno Altaysk. From there, a minibus goes to Kosh Agach (about $30), from where you need to get a taxi to Tashanta and here bargain with Mongolian drivers (usually on a Russian UAZ 4WD) waiting to cross the border to get you to Olgii (about $15-20).
You might be lucky and find someone in Kosh-Agach driving straight to Olgii.
Astana – Olgii bus
The Astana – Olgii bus seems to be going every 7-10 days. The ticket for the bus can only be bought directly at the central bus terminal of Astana “Saparzhai”. To know when it is going, call in advance +7 7172 381 135 or +7 7172 303 549 (no English spoken). The bus station is just next to the train station (Gete Str. 5). For the ticket, you have to show you passport. 12050 tenge in August 2015.
Officially, the bus ride takes “only” 3 days, but if you are on a transit visa, ask for 4 days transit just in case. No date of arrival is written on the bus ticket so that should be possible.
The trip is advertised to take 38 hours, but it will usually be a bit more because of slow border crossings. The bus tends to leave in the late afternoon, so you arrive 2 days later, probably at the end of afternoon. About food: The bus does not stop for dinner the first evening but it stops twice on the second day, and then no stops on the third day, so pack enough food and water. Make sure you have some rubles to pay for food in Russia – easy to get both in Kazakhstan and Mongolia.
Toilet stops are frequent enough. You have a seat attributed, the number will be on your ticket. Traveler report: You will meet nice people!
By train: Omsk – Novosibirsk – Ulan Ude – Ulan Bator
Leaving from Astana, the train heads north to Omsk, where you can change onto the Transsiberian which leads past Novosibirsk, Krasnoyarsk and Irkutsk along Lake Baikal to Ulan Ude, where you can change again to another train heading south to Ulan Bator.
Alternatively, the Turksib line goes Tashkent – Almaty – Semey – Novosibirsk. For more on these, see trains in Kazakhstan.
Obviously, looking at the map, all of the above are serious detours, and the quickest route goes Ust-Kamenogorsk – Ridder – Ust Kan – Onguday – Kosh Agach – Olgii. However, the border crossing between Ridder and Ust Kan is bilateral, meaning only open to Kazakhs and Russians.
A northern route through the Chinese Altai is possible. Much more common is the southern route via Urumqi to Almaty.
Khovd – Urumqi – Almaty
From Mongolia, a van leaves Khovd for Bulgan in the afternoon most days (25$/seat). From there, take a taxi to the border, and once across, a taxi or bus to Takashiken or Urumqi. To Urumqi, it will be 7 hours by taxi for approx. 40$/seat, or 10 hours by bus for 30$. To Hovd, 6 hours non-stop from the border (40.000 tugrik). Border to Bulgan is 30 minutes drive. Good report here for backpackers.
Khovd – Altay – Ust-Kamenogorsk
We’re not quite sure what type of public transport is available here, as this is a route less traveled, especially by those without their own transport.