Dancing is an important part of the social culture of this Indian district and the local tribals engage in colourful dances like Ho Dance, Juang Dance, Chhau Dance and Changu Dance. A large variety of festivals are celebrated here with pomp. They include 'Ratha Yatra', 'Raja Sankranti', 'Nuakhai', 'Siva Ratri' or 'Jagar Yatra', 'Baruni Yatra', 'Chandan Yatra', 'Dola Yatra', 'Rahas Purnima', 'Sarhul', 'Karmapuja', 'Chaitra Parab', 'Bada Osa', 'Uda Parab', 'Sohrai', 'Bodam', 'Ramnavami', 'Dussehra' and others. Odissi dance workshops are often conducted during different times of the year in Kendujhar, in which numerous talented Odissi dancers of Odisha participate.
At Champua and Anandpur Sub-Division, a Sub-Divisional Youth Festival is organised in association with the District Administration. Two such interesting festivals were observed during 6th December, 2010 at Anandpur and on 7th December, 2010 at Champua. Under the expert supervision and cooperation of Pandit Arup Lal Ghosh, a noted singer from Cuttack, a Hindustani Vocal Workshop was organized for 5 days by the District Cultural Association from 28th December, 2012 till 1st January, 2011. A Tabla workshop was also arranged by the District Cultural Association of Kendujhar District under the guidance of Pandit Harmohan Khuntia of Cuttack. Several famous personalities belonging to Kendujhar, as well as some well-known local organizations of this district also assist in the organization of this workshop.
The District Administration of Kendujhar District is responsible for arranging the Anandpur Mahotsav, wherein various cultural programmes are performed with great gusto.