Travel by Ferry
There is a ferry connection between Nisyros and Athens, as ferries depart from Piraeus port about 2 times a week.
However, the trip is quite long and it lasts approximately 17 hours. If you are traveling from Athens to Nisyros, then it might be more convenient for you to reach Kos or Rhodes by plane and then travel to Nisyros by ferry.
Apart from Athens, Kos and Rhodes, Nisyros is also connected by ferry with Tilos.