Thanksgiving Day is a national holiday celebrated primarily in Canada and the United States as a day of giving thanks for the blessing of the harvest and of the preceding year. It is celebrated on the second Monday of October in Canada and on the fourth Thursday of November in the United States.hanksgiving is now a statutory holiday in most jurisdictions of Canada, with the exception of the Atlantic provinces of Prince Edward Island, Newfoundland and Labrador, New Brunswick, and Nova Scotia.