From Milan (157km):

follow the roads to viale Zara, then follow signs to Lecco. After Lecco follow the signs to Chiavenna/St. Moritz. At Chiavenna continue straight on to St. Moritz. Maloja is situated between Chiavenna and St. Moritz.

From Zürich (209km):

Follow the roads to San Bernardino, Chur, Gotthard, Luzern, then follow the signs toThusis-Süd, St. Moritz, Tiefencastel, pass by Silvaplana and shortly you will arrive in Maloja 

From the private airfield (Engadine airport) in Samaden (20 km)