Using weighted mean travel time model, gravity model, principal component analysis, geostatistical analyst, exploratory spatial data analysis, and correlation and regression analysis methods and techniques, this study conducted an in-depth analysis of accessibility and urban spatial connections of 107 county-level administrative units in Shanxi Province. The results are as follows. First, accessibility of cities in Shanxi Province is highest in the highly urbanized area of the Taiyuan Basin and gradually decreases outward, which presents a core-periphery distribution pattern. Locally, accessibility in the eastern part is better than the west, and the south is better than the north. Second, economic connections at the county scale form an one core, one circle, and three groups spatial pattern; the overall linkages of cities differ and show a provincial capital and cities with higher overall strength centric distribution pattern. Peripheral county-level units along the Yellow River in the west present weak connections with other units and the overall linkages are small too. Cities in Shanxi Province have close connections with Beijing, Shijiazhuang, Xi'an, Ji'nan, and Zhengzhou and have weak connections with Yinchuan, Lanzhou, and other western provincial capital cities. Third, economic strength, transportation condition, location, urbanization level, and relief of land surface are the main influencing factors of economic connections at the county scale in Shanxi Province.