Earlier posters are right. Star Alliance is the only way to fly directly into Mykonos.

But, don’t let that limit your search of carriers to Greece. It’s very easy to get to Mykonos from the Athens airport.

Take the bus to the Rafina Port. They run every 20 minutes. Rafina is about 30 minutes away from the airport (3 euros).

High-speed ferries will get you to Mykonos in about 2 ¼ hours.

Here is a website on the Rafina-Mykonos hydrofoil.

http://www.greecelogue.com/ferries-f...o-mykonos.html