A Miura chain is a (closed) sequence of differential (or difference) equations that are related by Miura or B\"acklund transformations. We describe such a chain for the sixth Painlev\'e equation (\pvi), containing, apart from \pvi itself, a Schwarzian version as well as a second-order second-degree ordinary differential equation (ODE). As a byproduct we derive an auto-B\"acklund transformation, relating two copies of \pvi with different parameters. We also establish the analogous ordinary difference equations in the discrete counterpart of the chain. Such difference equations govern iterations of solutions of \pvi under B\"acklund transformations. Both discrete and continuous equations constitute a larger system which include partial difference equations, differential-difference equations and partial differential equations, all associated with the lattice Korteweg-de Vries equation subject to similarity constraints
