The patron saint of Palazzolo sull'Oglio is Saint Fidelis of Como, celebrated on 14 May.
The statue dedicated to him was destroyed together with the church's dome in the fire that broke out on the night between 19 and 20 February 1893, during the celebrations for Pope Leo XIII's jubilee; the dome was subsequently rebuilt. Today the ancient church of San Fedele houses the town's Auditorium of the same name. Also deeply felt is the feast of Saint Albert, on 7 August, celebrated at the church of Sant'Anna, whose old oratory, originally known as the «chiesetta di Sant'Antonio Abate», dates from the 14th century. The town also holds the Roman Bridge of Palazzolo sull'Oglio and the Torre del Popolo.