Chances to reach Malindi by train there are none but you could have the experience to take the train from Nairobi to Mombasa , traveling during the night and through the national park of Tzavo where you can see a lot of animals .
When arrived in Mombasa there are taxis ( 60 euros ) or the local bus.
The city of Malindi is 120 km from Mombasa, travel time depends on the time of arrival at the airport in rush hour about 4 hours in the early morning to coincide with Instambul ( arrival at 04.00 ) about 2 hours.
Another solution is via Nairobi , 500 km
+39 331 6815488 (Italia)
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+254 (0)705785262 (Malindi)