King's Lynn Festival takes place in July each year, featuring world-class musicians and artists in a full programme of orchestral concerts, recitals, jazz and folk events, talks and walks. A highlight of the Festival is always the annual Early Music Day. Taking place in St Nicholas' Chapel the day features an organ recital, orchestral concert and late night recital, alongside pop-up events in the town.

The Festival also hosts a year-round programme including a weekend-long Charles Burney Early Music Festival. It celebrates the life of one of King’s Lynn's most distinguished residents, Charles Burney, who was organist at St Margaret's Church (now King’s Lynn Minster) for almost 10 years in the middle of the 18th century. Charles Burney was renowned for writing a History of Music and two substantial diaries which document his two extended tours across Europe, during which he met many famous musicians including Mozart and the Bach family, recording information about the instruments and musical practices of the day. The weekend of events includes performances, walks and talks.