About Khajuraho dance festival The Khajuraho Dance Festival is a cultural event that takes place in the Indian city of Khajuraho. The festival, which is held annually in February, celebrates classical Indian dance and features performances by some of the country's most talented dancers. The Khajuraho Dance Festival is a celebration of classical Indian dance. The festival, which is held annually in February, features performances by some of the country's most talented dancers. The Khajuraho Dance Festival is usually held over the course of four days. The first two days are dedicated to classical Indian dance, while the last two days are devoted to folk dances from different parts of the country. The Khajuraho Dance Festival is a great opportunity to see some of India's most talented dancers perform. The festival also offers a glimpse into the country's rich cultural heritage.