One of the most notable is the Semana Santa (Holy Week). During this week, numerous cofradías (fraternities) walk in processions filled with beauty and emotion. The Hermanidades (brotherhoods) of the Pollinica (triumphal entry on the donkey), of Caridad (of Charity), of “El Prendimiento” (the Arrest of Christ -a sacred drama of the 17th century), of the Mayor Dolor y Cristo Preso (The Great Sorrow and Christ the Prisoner), of the Cristo de la Columna (the Christ of the Column), of the Virgen de las Angustias (the Virgin of Anguish), of the Santo Entierro and the Virgen de la Soledad (the Holy Internment and The Lonely Virgin), of the Virgen del la Cabeza y El Resucitado (the Virgin of the Head and The Resucitation) are sufficient examples of the cultural riches which Holy Week in Priego represent. Amongst the most important processions, in the early morning of Good Friday, is that of silence and penitence by the Cofradía de María Santísima de los Dolores (the Fraternity of the Most Holy Mary of the Sorrows) and the Cristo de la Buena Muerte (Christ of the Good Death).

The third Sunday in June, the Romería de la Virgen de la Cabeza (Pilgrimage of the Virgin the Head of the Church) takes place, following its course to the Sierra Cristina in the village of La Concepción, accompanied by folk songs and dances.

During the month of August, the Festivales Internacionales de Música, Danza y Teatro (International Festivals of Music, Dance and Theatre) are held. These have taken place since 1948 as well as various other cultural activities throughout the summer. One example of these is El Curso de Paisajismo (Course in Landscape Painting) which has been organised now over a number of years and has acquired a widely recognised prestige because of the international renown of the teachers who give the courses.

The calendar of festivals closes with the bustling Feria Real (Royal Fair) from the 1st to the 5th of September. On the third day there is an important bullfight coinciding with the principal day of the Fair. It is a moment for entertainment and socialising. The fairground is full of colourful pavilions where people dance incessantly day and night.