Updated: May 17, 2020
We traveled to Blagoevgrad by bus from Thessaloniki, Greece. The drive took 4 hours, including 15 minutes stop at the Tax-Free Shops in the border. We planned to hire a car in Thessaloniki and to use it in Blagoevgrad, but it turns out rental vehicles can not leave Greece.
At the end of our visit, we took a bus from Blagoevgrad Central Station to Sofia Central Station (2 hours drive). Then we took the metro line directly to Sofia Airport - the closest international airport from Blagoevgrad.
The bus company with which we were traveling is called ARDA-TUR, and you can purchase tickets on their website.