The patroness of Casteldelfino is Santa Margherita di Antiochia, celebrated on the third Sunday of July; the village holds the Chiesa parrocchiale di Santa Margherita.
The municipality also holds the Chiesa di Sant'Eusebio, the church of San Sebastiano, the Ruderi del Castello (XIV secolo) and the Centro Visita del Bosco dell'Alevé. The calendar includes the Festa di Montagna (Mountain Festival) on the third Sunday of June, the Sagra del Miele e delle erbe curative (honey and medicinal herbs festival) on the second-to-last weekend of August, the Fiero di Son Martin (St Martin's fair) on the third weekend of October and the living nativity scene on 26 December and the following Sunday in the historic centre of Casteldelfino-Capoluogo.