Nitya Yatra: A Yatra to be conducted is narrated in the Avanti Khanda of the Skanada Purana. In this Yatra, after taking bath in the holy Sipra, the Yatri (Participator) respectively visits Nagachandresvara, Kotesvara, Mahakalesvara, goddess Avanatika, goddess Harasiddhi and Agastyesvara for darsana.

Sawari (Procession): On every Monday of the Sravana month upto the Amavasya in the dark fortnight of the Bhadrapada and also from the bright fortnight of the Kartika to the dark fortnight of Magasirsha, the procession of Lord Mahakala passes through the streets of Ujjain. The last Sawari in Bhadrapada is celebrated with great pomp and show and draws attendance of lakhs of people. The procession of Mahakala on Vijaydasami festival visiting the celebrations at Dashahara Maidan is also very attractive.

Harihara Milana: On Baikuntha Chaturdasi, Lord Mahakala visits Mandir in a procession to meet Lord Dwarakadhisa (hari) during the mid-night. Later on in a similar procession on that very night Dwarakadhisa visits Mahakal temple. This festival is the symbol of one-ness between the two great Lords.