Most major roads in Cardiff city centre are shut as an expected 170,000 people arrive for the Champions League final.
Saturday’s match between Real Madrid and Juventus will be the biggest sporting event of 2017.
Most roads closed at midnight and will not reopen until 03:30 BST on Sunday, with people warned not to drive into the city.
Arriva Trains Wales urged people not to come by train unless necessary as restrictions are in place.
Police are set to enforce additional stop and search powers as part of a massive security operation.
South Wales Police Assistant Chief Constable Richard Lewis said: “We will have in the region of 2,000 police officer deployments across Cardiff, with every officer fully aware of the huge task ahead and committed to ensuring residents and visitors to the capital have a safe and enjoyable experience.
“We continue to advise people who don’t have tickets to the match to avoid travelling by car or public transport to the city centre due to the unprecedented influx of visitors we are expecting.
“For those who have tickets, our advice is to allow extra time for travel and security checks and to remain vigilant throughout the day. You are also advised not to bring a bag to the stadium, there will bag drops across the city.”
Drivers have also been banned from all roads around the National Stadium of Wales, Callaghan Square and the Capitol Shopping Centre.
The first of the phased road closures came into force on Thursday.
Cowbridge Road East was closed between Lower Cathedral Road and Westgate Street, at the south east corner of Bute Park, on Wednesday and will remain shut until 06:00 on Monday.
Lloyd George Avenue has been shut from Callaghan Square to Cardiff Bay, with further closures around Bute Place, until 22:00 on Sunday.
Cardiff Central Station is expected to be very busy all day and no Arriva services will leave the station between 19:00 and 23:00.
After that time, the station will only be open for services to Bristol, London, the Midlands, the Shropshire marches and Swansea only, with some services running until 05:00 on Sunday.
Cardiff and Valleys services will run from Queen Street station.
A queuing system is in place, but passengers are being warned it could take up to 90 minutes to get on board a train.
Gareth Thomas, from Arriva Trains Wales, said 50,000 additional places were available, adding: “We’ve had to put on an additional 82 services and run later than we normally do.”
Meanwhile, police are also investigating the theft of 13 tickets for the final from a hotel near Cardiff Airport.
They have warned anyone buying tickets off the street could be refused entry to the stadium if they turn out to be stolen.