Question: What is Ascension Day?. Answer: Ascension Day is the celebration of Christ ascending into heaven after His death, burial and resurrection. Ascension Day is observed primarily in Catholic and Anglican churches, and it occurs on the Thursday 40 days after Easter.Ascension Day is also called the Feast of Ascension.uestion: What is Ascension Day?. Answer: Ascension Day is the celebration of Christ ascending into heaven after His death, burial and resurrection. Ascension Day is observed primarily in Catholic and Anglican churches, and it occurs on the Thursday 40 days after Easter.