The so-called Sacred Way was the main road leading from the entrance of the temenos to the altar of the Chians and the imposing temple of Apollo. It had a ritual and processional character, since it guided pilgrims and visitors through the sacred precinct. The theopropoi - those wishing to consult the oracle - ascended the Sacred Way on the ninth day of each month, sacrificed an animal on the altar situated at the top and were alloted their place in the queue. The citizens of Corinth, Naxos, Chios and Thebes, and some illustrious individuals, such as Philip II of Macedon, had received promanteia, or right of prior consultation, and so did not have to wait for their turn.

The Sacred Way, which originated in the Archaic period, was paved in the Late Roman period with slabs taken from abandoned nearby buildings, at a time when houses occupied the sacred precinct. Visitors to the archaeological site still take this same route, which zig-zags up the hillside for two hundred metres until it reaches the monumental altar. The road was lined with statues, podiums and treasuries with each city's votive offerings. These monuments usually commemorated important events - political alliances, important victories in the Delphic games or military victories, but some were dedicated to the god in gratitude for an oracle or for his favour over a city, family or individual. Votive sculptures stood along the first stretch of road, treasuries along the second, while in front of the temple and of the altar were important votive monuments dedicated by wealthy individuals and city-states, such as the monument commemorating the Greek victory at Plataea.