From I39/90: Take Hwy 12/18 (Madison Beltline) West and exit at John Nolen Drive. Go over the lake and continue on John Nolen drive until it ends and take a left on Wilson Street. Take a soft right onto King Street and the Majestic is on the left by the Capitol.
From I94: Exit Hwy 30 towards Madison and exit at East Washington Avenue (151) towards State Capitol. Make a left onto Butler Street and continue to Wilson. Take a hard right at the light onto King Street and the Majestic is on the left by the Capitol.
http://www.cityofmadison.com/parking/downtownMap.html
If you are coming from out of town are need a place to stay, The Madison Hilton Monona Terrace is the recommended hotel of the Majestic Theatre. Located just two blocks away from the Majestic Theatre, each room offers a view of either the Capitol Building or Lake Monona. Mention the Majestic when making a reservation and you may be eligible for a special rate.