Through the years, unique traditions have evolved that allow the Natchitoches community to celebrate in its own special way. The first Christmas Festival Parade is believed to have taken place in the 1940s.

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The parade leaves from the grounds of Northwestern State University and travels through the streets of the Historic District. The parade features bands from Northwestern State University and high schools throughout the region. Dancing groups, queens, themed floats, and costumed characters provide revelry for the thousands lining the parade route. Grand Marshalls, Mrs. Claus, and, of course, Santa Claus are always favorites. Natchitoches royalty includes the Christmas Belles, Miss City of Lights, the Christmas Angels, Miss Natchitoches Teen, and Miss Merry Christmas, who serves as queen of the season. Additionally, queens from other cities and festivals are featured in the parade.