The first day of the Thesmophoria festival was known as Anodos. This was probably owing to the fact that the procession of women went over to the Thesmophoria area, which was on an eminence. They took with them the paraphernalia of the rite; food and drink; the sacrificial pig; and anything else they would need for their sojourn there. The sacrifice took place in the evening. In classical Athens, there were two leaders of the women taking part in the festival: they were called archusae.

The Thesmophoria got its name from the noun thesmos - 'that which is set in place, put in a particular area'. From the ancient sources we know that a woman would throw a piglet and a clay model of a pig into a pit called a megaron, as votive objects. She would also throw a model of a snake and a male genital organ, made of dough, and a pine branch. (Pits of this kind have been found at other shrines of Demeter in the acnient world, but not at Athens). The above objects may have deposited in the megaron as much as three months or even a year before the festival.

The second day was called 'fasting'. The women stayed in the god's shrine; fasted; and slept on the ground, on makeshift bedding of osiers and other plants considered to take away sexual appetite. Sorrowingly, they shared in the grief of Demeter for the ravishing of her daughter. A further dimension of the Thesmophoriazusae was 'talking dirty', whereby women were able to let off steam after the self-restraint of the second day. The fast was broken on the third day or the next night, and there was then sacrifice and eating of meat. In the final phase of the festival as celebrated at Athens, there were invocations and sacrifices to a god of 'good birth' called Calligenia. This ritual was directly linked with fertility.