In this paper, we prove some results on bi-Hölder extensions not only for biholomorphisms but also for more general Kobayashi metric quasi-isometries between the domains. Furthermore, we establish the Gehring–Hayman type theorems on certain complex domains which play an important role through the paper. Then by applying the above results, we show the bi-Hölder equivalence between the Euclidean boundary and the Gromov boundary of bounded convex domains which are Gromov hyperbolic with respect to their Kobayashi metrics.