Now forever linked with Mardi Gras (at least in the south), the King Cake's history goes back a good ways. The name derives from the visit of the Magi to the infant Christ which is celebrated on the Epiphany, January 6th. This marks the end of the twelve days of Christmas and begins what we celebrate now as the Mardi Gras season which extends to Fat Tuesday and of course the beginning of Lent.