It is a Blessing of the harvest. It began as a day where people took the opportunity of giving thanks for the blessing of the harvest and of the preceding year.
In the US, Thanksgiving Day will be celebrated on Thursday, November 28.
On Thanksgiving, people in the US gather with their family and friends to eat, drink and watch American football.
Major cities also hold massive parades, complete with floats, brass bands and giant inflatable balloons.
The most famous of parade is the Macy’s Day Parade in New York City.
Why do Americans eat Turkey on Thanksgiving?
Early Thanksgiving revellers feasted on fowl and beef, rather than a traditional turkey.
No-one knows for sure why turkey became the cornerstone of Thanksgiving dinner, although it is likely to be because the flightless bird is native to the North Americas.
An estimated 50 million turkeys are devoured in the USA every Thanksgiving, according to research by the University of Illinois.
But one turkey each year is ceremonially pardoned by the US president. Donald Trump will spare his first turkey this year.