Use Baku and Sheki as two proper bases
Spend the first three nights in Baku, including a full Old City day and a separately arranged Gobustan outing. Travel to Sheki for two nights, then return to Baku for a final night before departure. This leaves room for a road or rail change without threatening the flight.
Gobustan needs a confirmed vehicle or tour. Ask whether the rock-art reserve, mud-volcano road, admissions and waiting time are included. Do not add it to the same day as the Sheki departure.
Choose the Sheki transport with the official times visible
The Baku to Sheki coach takes about four hours on the checked official listing, with the displayed departures listed at 13.60 AZN. The Baku to Balakan sleeper leaves Baku at 23:50 and calls at Sheki at 06:05 under the timetable effective 1 April 2026. It is a sleeper, not a fast daytime train.
For the return, the same timetable shows Sheki at 00:41 and Baku at 06:50. Include the transfer between the historic centre and the correct station or terminal. Keep the final Baku night even when the timetable looks convenient.
Check entry before adding a border journey
Air entry, ordinary land-border permission and the limited Azerbaijan-Georgia rail exception are separate. Read the entry and budget guide before adding an international rail or road leg. A train ticket is not proof that your passport may cross.
Keep a shorter version simple
With five days, stay in Baku and choose Gobustan or an Absheron outing. Sheki becomes worthwhile when there is time for two nights or a well-timed sleeper. The example total excludes visas, airport transport, Gobustan vehicles, coach or sleeper tickets and private drivers.