Online it was shown that Bus will reach Burhanpur at 6:55 AM but we reached Jalgaon at 6:40 AM. From Jalgaon to Burhanpur again Bus would have taken more than 3.5 Hrs. Hence, I had to get down at Jalgaon station and catch a train to reach Khandwa.
Since, there is no direct Bus from Pune to Khandwa, we had only option to come to Burhanpur and then go to Khandwa. But, starting from Pune at 7:20 PM, I couldnt reach to Burhanpur even after the journey of 11 hours. Hence, I would never use this option again.