Estepa smells like a cake factory in the run-up
to Christmas, as local bakers and even home cooks work to meet
the demand for its favourite icing-covered polvorone biscuits.
Some bakeries allow visitors to observe the baking process, and
there is a small museum to the history of Estepa's biscuit tradition
in the La Estepeña biscuit factory.
The town has a number of unique festivals. On February 2 large bonfires are lit to celebrate the Candelaria and to warm people observing the night-long religious vigil. On May 1 the town celebrates the local Romeria (procession) de San José Obrero, when townspeople in traditional garb walk to the nearby hermitage of Santa Ana. On the third Sunday of every May, the neighbourhood known as the Octava (eighth) de los Remedios celebrates its own festival around calle Roya.
La Velá (candle) de Santa Ana religious festival has been celebrated around July 26 in the barrio, neighbourhood, of La Coracha since before the 18th century. The fiesta of Our Lady of La Asunción, Estepa's main summer fair, is celebrated on August 15. Finally, around feria time, Our Lady of Carmel sees a procession of people carrying torches and flares along calle La Puente and environs.