Satna does have an airport, but it is not as well connected as the one in Jabalpur (200 km). Still, there are flights to and from Varanasi and Lucknow. Jabalpur, on the other hand, is very well connected with all metropolises and other cities as well.
Satna's railway station lies in the Howrah-Allahabad-Mumbai route, connecting almost all major cities and towns. Thus, travelling to Satna by train won't be a hassle.
Travelling to Satna by bus might look like a gruelling task, but it is a convenient option. You can get a bus from major cities in Madhya Pradesh and Maharashtra operated by Madhya Pradesh State Transport Corporation. There are several private bus options in addition to the government ones. You can choose from a sleeper, AC, and non AC buses, depending on your budget.