Mykonos remains one of the few Greek islands where the fantasy of arriving by private yacht is rivaled only by the fantasy of arriving well-rested, and that's precisely why routing matters so much here. There is no nonstop option, so business class from Las Vegas to Mykonos requires a transatlantic connection, typically through London, Munich, or Frankfurt, followed by a short intra-European hop into Mykonos's compact JMK airport, which lacks the infrastructure for widebody aircraft — a fact that shapes the entire itinerary. My preferred routing pairs British Airways' Club Suite out of Heathrow, with its direct-aisle access and sliding privacy door, for the long Las Vegas–London sector, then connects to a Lufthansa or Aegean narrowbody for the final leg. Lufthansa's Allegris business seats have begun appearing on select Frankfurt and Munich flights, and while not guaranteed on every departure, they represent a meaningful upgrade over older configurations if your connection lands you on one.
The real craft of this trip lies in the connection strategy. Heathrow's T5 is by far the smoothest transfer point for BA passengers heading onward, with dedicated business lounges that make the layover feel like part of the vacation rather than an obstacle to it. Munich, similarly, offers Lufthansa's excellent lounge network and tends to have shorter security lines than Frankfurt during peak summer months. My insider tip: book the Aegean Airlines final-leg segment separately when possible, as Aegean often releases short-haul business seats — with genuinely good Greek catering — closer to departure at better availability than when bundled into a single long-haul itinerary from the US.
Seasonality plays a major role in both comfort and value. April, May, September, and October avoid the peak Cycladic crowds while still delivering warm, swimmable weather, and these shoulder months consistently show softer business class pricing across all three carriers. Given how much fares fluctuate on this multi-carrier itinerary, setting up fare alerts is the smartest way to catch the shoulder-season sweet spot before it disappears.