If you are getting down at kempe gowda bus station and want to go to City railway station or vice versa take the subway this will help you to avoid crossing the busy road and its dangerous too with luggage to cross the road.
AFAIK there is no way to cross unless you jump fence. Again you should mention Kempa Gowda Bus Station. I don't consider it as a tip.
In order to avoid the fence we can rather go through subway that is what i have written there.i have rectified my mistake now written kempe Gowda bus station.
U can cross road only through subway.