Facility connectivity plays a pioneering role in the Belt and Road Initiative proposed by General Secretary Xi Jinping in 2013. Xinjiang, as the core area of the Silk Road Economic Belt bordering eight Eurasian countries, plays a crucial role in cross-border transportation and humanistic exchanges and is the focus of the national connectivity initiative. While the current analysis on regional accessibility has become more diversified, analyses on long-distance cross-border corridors are still relatively rare. Therefore, this paper takes the Xinjiang Uygur Autonomous Region (XUAR) of China as the main study area extending westward to the five Central Asian countries. Modified accessibility accounting methods and gravity models are used to analyze the current status of accessibility and the strength of economic ties between Xinjiang and the five Central Asian countries. The results showed that the distance decay effect of transportation accessibility between Xinjiang and the five Central Asian countries is obvious; the constraints of “natural geography + transportation economy” affect the accessibility level from each state in Xinjiang to the five Central Asian countries and shows a trend of strength in the north and weakness in the south. From the optimization of the regional planning road network in a reverse projection, G3033 and other highways and the construction of the Yi-A railroad will improve the status quo of “east-west access but not north-south access” in Xinjiang. The “corridor effect” and spatial polarization characteristics of economic connection intensity from Xinjiang to the five Central Asian countries are significant. This study has important theoretical and practical significance for the construction of cross-border corridors.