Roads in the Pantanal are unsurfaced, few in number and are are frequently closed by rain. Since the lodges are the only places to sleep, drink and eat, and public transportation is very limited, independent travel is difficult. Unless you have extensive off-road experience, hiring a car is an option in the dry season only. Only the Transpantaneira in Mato Grosso and Estrada Parque in Mato Grosso do Sul go deep into the region. If you're not hiring a car, you have to arrange transportation in advance through a lodge.
Car hire is available in Cuiabá, Campo Grande and Corumbá. It's worth booking ahead during Brazilian holiday periods.