La Puerta de Segura holds a livestock fair from 20 to 23 September in honour of San Mateo, once considered one of the most important in the province, and even in the whole of Andalusia — so much so that locals used to consider it more important than the fair in Madrid. Today it has become a festive, distinctive fair for this part of the mountain region.

The traditional rosquillas are handed out, and a charity raffle is held using items donated by local residents. A few days before the festival, the image is brought from its hermitage in Nubla. During the procession, the Saint receives many offerings in thanks for favours received.

 A wide variety of activities are held: fireworks, bartering competitions, bolos serranos, dominoes tournaments, a competition for garden produce and local gastronomy, children's theatre, street parades, recitals and open-air dances. The Virgin is brought from her hermitage in La Heredad to the parish church, where she remains until autumn, when she returns once again. 

Its origins lie in a livestock fair that once enjoyed great renown, rivalling the most important in Spain. Today, a Morphological Competition for select livestock is held (Berrenda cattle, Segureña sheep and Serrana goats).

Fair and Festivities in Honour of the Patron Saint, the Virgen de los Remedios: riders and decorated carriages travel to the Sanctuary of Cánava (one kilometre from Jimena) to take part in a competition and spend a joyful day in the countryside, ending with the image of the Virgin being brought down to the parish church.

The Patron Saint remains in the town for four days: on the 8th, she is carried in procession throughout the neighbourhood, and on the 10th the image of the Virgin is returned to her sanctuary, in whose surroundings, on the 8th and 9th, the glamorous "verbenas de Cánava" are held, guaranteeing a good time for all visitors — provided men wear a jacket and tie, and ladies an evening gown, Andalusian dress with ruffles, and/or a Manila shawl. Miss and Mister Jimena y Turismo are chosen, along with the best festival dress, the best "Gitana" costume, and the most elegant "Lady" or mature woman.

The Fiesta de la Cruz includes a religious element: a procession out to the fields with Nuestro Padre Jesús, cross on his shoulder, sponsored by his brotherhood, who hold a communal meal after the procession that grows larger every year, as each successive Hermano Mayor tries to outdo the previous year's celebration.

Alongside this, there is another, pagan festival known as "Los Tíos de Ricia", both held on 3 May. This second festival involves decorating the streets of Jimena with straw figures made by residents by stuffing clothing with straw, topped with a ceramic pot for a head and a pepper or chilli, depending on what's to hand, placed at the crotch. These figures, it is said, represent the "straw men" that tax collectors found when they came to collect tithes, and, as the popular saying goes, they had to leave "like Morón's rooster": without feathers and still crowing. A competition is held in which the prize goes not to the most beautiful cross but to the most convincing "tío de ricia" — not for the pepper or chilli, but for the scene it depicts. This festival has grown considerably in recent years.

At the Lumbres de Santa Lucía, the Town Hall invites everyone to sample local produce (pumpkin, corn, sweets...) around the bonfires lit during the early hours of 13 December, with the image of the patron saint of the blind never missing from the celebration.

Its venue has changed over time according to need, being held in places such as the Plazuela de Santa Lucía, the spot known as "El Molino del Pan", next to the Municipal Library, or even next to the "Fuente del Buñuelo" (former site of the Trade Union) in the Barrio Bajo.

The festivities of the Virgen de la Capilla, the main patron saint of the city of Jaén, held in the well-known San Ildefonso neighbourhood, commemorate the Virgin's descent on the night of 10 to 11 June 1430 to rally the people of Jaén during the Muslim siege.

Also known as the "feria chica" (little fair), it is held every year in the capital in mid-June. The main day is that of the floral offering to the Virgen de la Capilla, at the doors of the Basilica of San Ildefonso.

Throughout the celebrations, many people can be seen dressed in traditional Jaén costume: the Chirri for men and the Pastira for women.